Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1089093.1845 | 895724.0841 | 193369.1004 | 48734725.8368 | 54695699.2515 | -5960973.4147 |
Total P&L (%) | 1089.0932 | 895.7241 | 193.3691 | 48734.7258 | 54695.6993 | -5960.9734 |
Avg Daily Profit (%) | 0.4355 | 0.3582 | 0.0773 | 0.2479 | 0.2525 | 0 |
Buy And Hold Return (%) | 837.6299 | 837.6299 | 837.6299 | 837.6299 | 837.6299 | 837.6299 |
Max Trade Drawdown | -59511 | -47275 | -51755 | -25240916 | -16226192 | -13775175 |
Profit Factor | 4.217 | 6.7703 | 2.0549 | 1.9614 | 3.2202 | 0.7712 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 59.4595 | 54.0541 | 64.8649 | 59.4595 | 54.0541 | 64.8649 |
Ratio Avg Win / Avg Loss | 2.8752 | 5.7547 | 1.113 | 1.3373 | 2.7372 | 0.4177 |
Largest Winning Trade | 373507 | 373507 | 48281 | 46401056 | 46401056 | 4891209 |
Largest Losing Trade | -51755 | -28951 | -51755 | -12146587 | -12146587 | -10608255 |
Avg Bars in Trades | 92 | 103 | 82 | 92 | 103 | 82 |
Avg Bars in Winners | 102 | 120 | 88 | 102 | 120 | 88 |
Avg Bars in Losers | 78 | 83 | 71 | 78 | 83 | 71 |
Bars Traded | 6878 | 3824 | 3054 | 6878 | 3824 | 3054 |
Profit Streak | 144.6742 | 157.0075 | 144.6742 | 144.6742 | 157.0075 | 144.6742 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121030 | -124786 | -250181 | -54860 | 580932 | -578273 |
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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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