Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1208592.7343 | 965360.5006 | 243232.2337 | 149268194.7694 | 233547381.0732 | -84279186.3038 |
Total P&L (%) | 1208.5927 | 965.3605 | 243.2322 | 149268.1948 | 233547.3811 | -84279.1863 |
Avg Daily Profit (%) | 0.4834 | 0.3861 | 0.0973 | 0.2928 | 0.3107 | 0 |
Buy And Hold Return (%) | 775.7348 | 775.7348 | 775.7348 | 775.7348 | 775.7348 | 775.7348 |
Max Trade Drawdown | -98685 | -46792 | -62159 | -197339746 | -71015393 | -134361405 |
Profit Factor | 4.1897 | 5.8179 | 2.3623 | 1.5774 | 3.271 | 0.4587 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 57.5758 | 57.1429 | 58 | 57.5758 | 57.1429 | 58 |
Ratio Avg Win / Avg Loss | 3.0871 | 4.3634 | 1.7107 | 1.1623 | 2.4533 | 0.3321 |
Largest Winning Trade | 337619 | 337619 | 51834 | 218906767 | 218906767 | 10872196 |
Largest Losing Trade | -40493 | -25668 | -40493 | -114899280 | -43339478 | -114899280 |
Avg Bars in Trades | 98 | 115 | 80 | 98 | 115 | 80 |
Avg Bars in Winners | 118 | 137 | 99 | 118 | 137 | 99 |
Avg Bars in Losers | 70 | 85 | 55 | 70 | 85 | 55 |
Bars Traded | 9707 | 5659 | 4047 | 9707 | 5659 | 4047 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326560 | -70682 | -403378 | 426796 | 585340 | -759796 |
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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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