Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -195996.0479 | 567564.8615 | -763560.9094 | 93140968.9648 | 60702422.431 | 32438546.5338 |
Total P&L (%) | -195.996 | 567.5649 | -763.5609 | 93140.969 | 60702.4224 | 32438.5465 |
Avg Daily Profit (%) | -0.0868 | 0.2512 | -0.338 | 0.3031 | 0.2842 | 0.2564 |
Buy And Hold Return (%) | 9573.6207 | 9573.6207 | 9573.6207 | 9573.6207 | 9573.6207 | 9573.6207 |
Max Trade Drawdown | -965884 | -50161 | -1021721 | -37736755 | -16305534 | -30332573 |
Profit Factor | 0.8801 | 3.0053 | 0.435 | 1.5322 | 1.7519 | 1.3441 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 57.6471 | 54.1176 | 61.1765 | 57.6471 | 54.1176 | 61.1765 |
Ratio Avg Win / Avg Loss | 0.6466 | 2.5479 | 0.2761 | 1.1257 | 1.4853 | 0.853 |
Largest Winning Trade | 123597 | 123597 | 45451 | 27583901 | 27583901 | 12768183 |
Largest Losing Trade | -542629 | -34882 | -542629 | -15602264 | -15602264 | -13447612 |
Avg Bars in Trades | 24 | 24 | 25 | 24 | 24 | 25 |
Avg Bars in Winners | 29 | 30 | 27 | 30 | 30 | 30 |
Avg Bars in Losers | 19 | 17 | 20 | 17 | 18 | 17 |
Bars Traded | 4244 | 2108 | 2136 | 4244 | 2108 | 2136 |
Profit Streak | 0 | 0 | 23.049 | 0 | 0 | 23.049 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578618 | -151077 | -578553 | 452943 | 396455 | 239929 |
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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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