Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1334528.4752 | 1345228.2998 | -10699.8247 | -4932404.879 | 36523020.038 | -41455424.917 |
Total P&L (%) | 1334.5285 | 1345.2283 | -10.6998 | -4932.4049 | 36523.02 | -41455.4249 |
Avg Daily Profit (%) | 0.5916 | 0.5963 | -0.0047 | 0 | 0.262 | 0 |
Buy And Hold Return (%) | 5754.0892 | 5754.0892 | 5754.0892 | 5754.0892 | 5754.0892 | 5754.0892 |
Max Trade Drawdown | -172170 | -56823 | -182210 | -52258902 | -10636973 | -68570442 |
Profit Factor | 2.3788 | 4.3079 | 0.9809 | 0.9682 | 1.7163 | 0.6013 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 105 | 50 | 55 | 103 | 50 | 53 |
Losing Trades | 82 | 43 | 39 | 84 | 43 | 41 |
Profitability (%) | 56.1497 | 53.7634 | 58.5106 | 55.0802 | 53.7634 | 56.383 |
Ratio Avg Win / Avg Loss | 1.8577 | 3.7048 | 0.6956 | 0.7896 | 1.476 | 0.4651 |
Largest Winning Trade | 576357 | 576357 | 36664 | 18716606 | 18716606 | 10806750 |
Largest Losing Trade | -117401 | -33466 | -117401 | -36835152 | -10248508 | -36835152 |
Avg Bars in Trades | 71 | 72 | 71 | 71 | 72 | 71 |
Avg Bars in Winners | 71 | 71 | 70 | 71 | 71 | 70 |
Avg Bars in Losers | 72 | 72 | 72 | 72 | 72 | 73 |
Bars Traded | 13440 | 6719 | 6721 | 13440 | 6719 | 6721 |
Profit Streak | 0 | 0 | 0 | 31.2465 | 43.4132 | 31.2465 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148085 | -146883 | -579978 | -578140 | 396335 | -579713 |
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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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