Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1112446.0065 | 908705.46 | 203740.5465 | 47673600.9296 | 71452385.7382 | -23778784.8086 |
Total P&L (%) | 1112.446 | 908.7055 | 203.7405 | 47673.6009 | 71452.3857 | -23778.7848 |
Avg Daily Profit (%) | 0.445 | 0.3635 | 0.0815 | 0.2471 | 0.2633 | 0 |
Buy And Hold Return (%) | 953.8533 | 953.8533 | 953.8533 | 953.8533 | 953.8533 | 953.8533 |
Max Trade Drawdown | -88876 | -36118 | -70543 | -38104036 | -15935146 | -39077749 |
Profit Factor | 4.1018 | 7.1139 | 1.9701 | 1.5638 | 3.7725 | 0.5955 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 57.6923 | 53.8462 | 61.5385 | 57.6923 | 53.8462 | 61.5385 |
Ratio Avg Win / Avg Loss | 3.008 | 6.0976 | 1.2313 | 1.1468 | 3.2335 | 0.3722 |
Largest Winning Trade | 367132 | 367132 | 46078 | 53530003 | 53530003 | 10225199 |
Largest Losing Trade | -70543 | -20297 | -70543 | -21945869 | -8707754 | -21945869 |
Avg Bars in Trades | 122 | 135 | 108 | 122 | 135 | 108 |
Avg Bars in Winners | 146 | 162 | 133 | 146 | 162 | 133 |
Avg Bars in Losers | 88 | 105 | 69 | 88 | 105 | 69 |
Bars Traded | 9545 | 5303 | 4242 | 9545 | 5303 | 4242 |
Profit Streak | 145.2149 | 154.4649 | 145.2149 | 145.2149 | 154.4649 | 145.2149 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132934 | -146331 | -245202 | -26015 | 610430 | -578689 |
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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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