Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023476.3847 | 847257.271 | 176219.1137 | 24235750.1379 | 36589952.6484 | -12354202.5105 |
Total P&L (%) | 1023.4764 | 847.2573 | 176.2191 | 24235.7501 | 36589.9526 | -12354.2025 |
Avg Daily Profit (%) | 0.4095 | 0.339 | 0.0705 | 0.2201 | 0.2365 | 0 |
Buy And Hold Return (%) | 775.1348 | 775.1348 | 775.1348 | 775.1348 | 775.1348 | 775.1348 |
Max Trade Drawdown | -91127 | -40400 | -77802 | -18840747 | -8686994 | -23334689 |
Profit Factor | 3.7157 | 6.0407 | 1.844 | 1.4973 | 3.1178 | 0.6073 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 59.2593 | 50 | 68.2927 | 59.2593 | 50 | 68.2927 |
Ratio Avg Win / Avg Loss | 2.5546 | 6.0407 | 0.8561 | 1.0294 | 3.1178 | 0.2819 |
Largest Winning Trade | 357796 | 357796 | 48889 | 25845024 | 25845024 | 2492249 |
Largest Losing Trade | -76361 | -20020 | -76361 | -15028219 | -4749346 | -15028219 |
Avg Bars in Trades | 179 | 202 | 158 | 179 | 202 | 158 |
Avg Bars in Winners | 207 | 241 | 184 | 207 | 241 | 184 |
Avg Bars in Losers | 139 | 163 | 102 | 139 | 163 | 102 |
Bars Traded | 14579 | 8088 | 6491 | 14579 | 8088 | 6491 |
Profit Streak | 155.4322 | 160.0988 | 155.4322 | 155.4322 | 160.0988 | 155.4322 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62838 | -118082 | -260482 | -3918 | 550835 | -577406 |
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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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