Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975077.5023 | 795745.7451 | 179331.7572 | 29631695.2566 | 58332618.6363 | -28700923.3797 |
Total P&L (%) | 975.0775 | 795.7457 | 179.3318 | 29631.6953 | 58332.6186 | -28700.9234 |
Avg Daily Profit (%) | 0.39 | 0.3183 | 0.0717 | 0.2281 | 0.2551 | 0 |
Buy And Hold Return (%) | 837.5568 | 837.5568 | 837.5568 | 837.5568 | 837.5568 | 837.5568 |
Max Trade Drawdown | -79263 | -69728 | -71947 | -44170633 | -2572783 | -43292267 |
Profit Factor | 3.674 | 6.4973 | 1.8155 | 1.5222 | 9.831 | 0.4275 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 58.6667 | 56.7568 | 60.5263 | 58.6667 | 56.7568 | 60.5263 |
Ratio Avg Win / Avg Loss | 2.5885 | 4.9504 | 1.184 | 1.0725 | 7.4903 | 0.2788 |
Largest Winning Trade | 174493 | 174493 | 64835 | 38374901 | 38374901 | 5185600 |
Largest Losing Trade | -69856 | -46701 | -69856 | -42333964 | -2572783 | -42333964 |
Avg Bars in Trades | 124 | 144 | 106 | 124 | 144 | 106 |
Avg Bars in Winners | 130 | 119 | 140 | 130 | 119 | 140 |
Avg Bars in Losers | 117 | 176 | 53 | 117 | 176 | 53 |
Bars Traded | 9366 | 5329 | 4037 | 9366 | 5329 | 4037 |
Profit Streak | 102.6233 | 135.3733 | 102.6233 | 102.6233 | 135.3733 | 102.6233 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157129 | -146750 | -258668 | -49198 | 665568 | -578839 |
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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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