Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1174424.2032 | 974060.2229 | 200363.9803 | 66399665.9056 | 67169607.427 | -769941.5214 |
Total P&L (%) | 1174.4242 | 974.0602 | 200.364 | 66399.6659 | 67169.6074 | -769.9415 |
Avg Daily Profit (%) | 0.64 | 0.5308 | 0.1092 | 0.3548 | 0.3555 | 0 |
Buy And Hold Return (%) | 671.9452 | 671.9452 | 671.9452 | 671.9452 | 671.9452 | 671.9452 |
Max Trade Drawdown | -98155 | -73291 | -53051 | -127012046 | -87313326 | -54798667 |
Profit Factor | 2.7541 | 4.1308 | 1.5591 | 1.1847 | 1.3769 | 0.9958 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Losing Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Profitability (%) | 40.5882 | 42.3529 | 38.8235 | 40.5882 | 42.3529 | 38.8235 |
Ratio Avg Win / Avg Loss | 4.0314 | 5.6224 | 2.4567 | 1.7341 | 1.8741 | 1.5691 |
Largest Winning Trade | 221886 | 221886 | 68967 | 70114812 | 70114812 | 29222721 |
Largest Losing Trade | -25489 | -14721 | -25489 | -19620872 | -19620872 | -19052095 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 39 | 36 | 42 | 39 | 36 | 42 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 3633 | 1727 | 1905 | 3633 | 1727 | 1905 |
Profit Streak | 27.9959 | 30.4959 | 0 | 27.9959 | 30.4959 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 235172 | -10358 | -214614 | -8879 | 307746 | -582395 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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