Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -29872.1727 | 615022.4851 | -644894.6578 | 103825672.0772 | 59993161.749 | 43832510.3281 |
Total P&L (%) | -29.8722 | 615.0225 | -644.8947 | 103825.6721 | 59993.1617 | 43832.5103 |
Avg Daily Profit (%) | -0.0132 | 0.2712 | -0.2843 | 0.3067 | 0.2825 | 0.2687 |
Buy And Hold Return (%) | 10403.1638 | 10403.1638 | 10403.1638 | 10403.1638 | 10403.1638 | 10403.1638 |
Max Trade Drawdown | -770334 | -85396 | -892899 | -4151576 | -4528365 | -1091498 |
Profit Factor | 0.9744 | 4.4333 | 0.3479 | 7.8107 | 6.2058 | 12.7821 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 41 | 17 | 24 | 41 | 16 | 25 |
Losing Trades | 33 | 20 | 13 | 33 | 21 | 12 |
Profitability (%) | 55.4054 | 45.9459 | 64.8649 | 55.4054 | 43.2432 | 67.5676 |
Ratio Avg Win / Avg Loss | 0.7843 | 5.2156 | 0.1884 | 6.2867 | 8.1452 | 6.1354 |
Largest Winning Trade | 191480 | 191480 | 66030 | 29327381 | 29327381 | 21764248 |
Largest Losing Trade | -459202 | -28182 | -459202 | -4151576 | -4151576 | -1091498 |
Avg Bars in Trades | 118 | 139 | 98 | 118 | 139 | 98 |
Avg Bars in Winners | 130 | 157 | 112 | 134 | 162 | 116 |
Avg Bars in Losers | 103 | 124 | 71 | 99 | 121 | 59 |
Bars Traded | 8787 | 5158 | 3629 | 8787 | 5158 | 3629 |
Profit Streak | 0 | 0 | 390.0665 | 0 | 0 | 390.0665 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -648577 | -151323 | -577485 | -50320 | 497773 | 675467 |
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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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