Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1081435.0503 | 868750.2026 | 212684.8477 | 71914674.14 | 78734896.1258 | -6820221.9858 |
Total P&L (%) | 1081.4351 | 868.7502 | 212.6848 | 71914.6741 | 78734.8961 | -6820.222 |
Avg Daily Profit (%) | 0.4327 | 0.3476 | 0.0851 | 0.2636 | 0.2672 | 0 |
Buy And Hold Return (%) | 769.1149 | 769.1149 | 769.1149 | 769.1149 | 769.1149 | 769.1149 |
Max Trade Drawdown | -64118 | -42828 | -58545 | -18551578 | -11769841 | -25972458 |
Profit Factor | 4.6198 | 8.4274 | 2.1699 | 2.2272 | 4.9931 | 0.8246 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 61.8421 | 63.1579 | 60.5263 | 61.8421 | 63.1579 | 60.5263 |
Ratio Avg Win / Avg Loss | 2.8505 | 4.916 | 1.4152 | 1.3742 | 2.9126 | 0.5378 |
Largest Winning Trade | 359251 | 359251 | 45806 | 45926959 | 45926959 | 10983819 |
Largest Losing Trade | -58545 | -33957 | -58545 | -17700254 | -11769841 | -17700254 |
Avg Bars in Trades | 183 | 207 | 159 | 183 | 207 | 159 |
Avg Bars in Winners | 208 | 217 | 199 | 208 | 217 | 199 |
Avg Bars in Losers | 143 | 191 | 98 | 143 | 191 | 98 |
Bars Traded | 13953 | 7897 | 6056 | 13953 | 7897 | 6056 |
Profit Streak | 150.102 | 155.2687 | 150.102 | 150.102 | 155.2687 | 150.102 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72512 | -104964 | -240146 | -38903 | 687067 | -578826 |
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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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