Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852668.7836 | 694728.942 | 157939.8416 | 29434794.4781 | 37220925.2007 | -7786130.7226 |
Total P&L (%) | 852.6688 | 694.7289 | 157.9398 | 29434.7945 | 37220.9252 | -7786.1307 |
Avg Daily Profit (%) | 0.341 | 0.2779 | 0.0632 | 0.2278 | 0.2371 | 0 |
Buy And Hold Return (%) | 856.1423 | 856.1423 | 856.1423 | 856.1423 | 856.1423 | 856.1423 |
Max Trade Drawdown | -53299 | -63695 | -62753 | -13120527 | -1098429 | -13483185 |
Profit Factor | 3.6226 | 6.8415 | 1.766 | 2.4194 | 14.3932 | 0.5664 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Losing Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Profitability (%) | 61.9048 | 69.0476 | 54.7619 | 61.9048 | 69.0476 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.2293 | 3.0669 | 1.4589 | 1.4889 | 6.4521 | 0.4679 |
Largest Winning Trade | 180705 | 180705 | 51441 | 19232068 | 19232068 | 2363749 |
Largest Losing Trade | -49520 | -47349 | -49520 | -6158669 | -1098429 | -6158669 |
Avg Bars in Trades | 82 | 96 | 68 | 82 | 96 | 68 |
Avg Bars in Winners | 90 | 82 | 99 | 90 | 82 | 99 |
Avg Bars in Losers | 70 | 126 | 31 | 70 | 126 | 31 |
Bars Traded | 6928 | 4037 | 2891 | 6928 | 4037 | 2891 |
Profit Streak | 56.922 | 118.5887 | 0 | 56.922 | 118.5887 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147143 | -145075 | -271461 | 517691 | 732748 | -580117 |
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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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