Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2026738.4883 | 1878717.5445 | 148020.9438 | 183653715.6835 | 98868880.2598 | 84784835.4238 |
Total P&L (%) | 2026.7385 | 1878.7175 | 148.0209 | 183653.7157 | 98868.8803 | 84784.8354 |
Avg Daily Profit (%) | 0.8976 | 0.832 | 0.0656 | 0.3334 | 0.3059 | 0.2991 |
Buy And Hold Return (%) | 9427.7388 | 9427.7388 | 9427.7388 | 9427.7388 | 9427.7388 | 9427.7388 |
Max Trade Drawdown | -114436 | -92190 | -56253 | -57583913 | -40786777 | -18495531 |
Profit Factor | 5.4479 | 8.1522 | 1.767 | 2.8175 | 2.4172 | 3.71 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 56 | 48 | 64 | 56 | 48 | 64 |
Ratio Avg Win / Avg Loss | 4.2805 | 8.8315 | 0.994 | 2.2137 | 2.6187 | 2.0869 |
Largest Winning Trade | 1020626 | 1020626 | 40257 | 64446551 | 64446551 | 44955199 |
Largest Losing Trade | -28793 | -28793 | -27705 | -25887256 | -25887256 | -12380617 |
Avg Bars in Trades | 65 | 87 | 44 | 65 | 87 | 44 |
Avg Bars in Winners | 79 | 115 | 52 | 79 | 115 | 52 |
Avg Bars in Losers | 48 | 62 | 28 | 48 | 62 | 28 |
Bars Traded | 6597 | 4387 | 2210 | 6597 | 4387 | 2210 |
Profit Streak | 95.3652 | 95.3652 | 132.3652 | 95.3652 | 95.3652 | 132.3652 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141960 | -323929 | -447886 | 611978 | -166325 | -161547 |
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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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