Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068849.39 | 889871.2393 | 178978.1507 | 38461683.2054 | 68896237.2043 | -30434553.9989 |
Total P&L (%) | 1068.8494 | 889.8712 | 178.9782 | 38461.6832 | 68896.2372 | -30434.554 |
Avg Daily Profit (%) | 0.4275 | 0.3559 | 0.0716 | 0.2384 | 0.2618 | 0 |
Buy And Hold Return (%) | 840.2976 | 840.2976 | 840.2976 | 840.2976 | 840.2976 | 840.2976 |
Max Trade Drawdown | -88088 | -51744 | -102848 | -39071284 | -9858152 | -58508620 |
Profit Factor | 2.9366 | 4.3562 | 1.6241 | 1.3131 | 2.6658 | 0.6265 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 50.9804 | 49.0196 | 52.9412 | 50.9804 | 49.0196 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.8236 | 4.5304 | 1.4436 | 1.2626 | 2.7724 | 0.5569 |
Largest Winning Trade | 202707 | 202707 | 61504 | 35278568 | 35278568 | 8404992 |
Largest Losing Trade | -60523 | -23440 | -60523 | -26389402 | -6630910 | -26389402 |
Avg Bars in Trades | 70 | 65 | 75 | 70 | 65 | 75 |
Avg Bars in Winners | 90 | 74 | 105 | 90 | 74 | 105 |
Avg Bars in Losers | 49 | 57 | 41 | 49 | 57 | 41 |
Bars Traded | 7207 | 3358 | 3849 | 7207 | 3358 | 3849 |
Profit Streak | 157.4238 | 169.0905 | 157.4238 | 157.4238 | 169.0905 | 157.4238 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63788 | -310199 | -439887 | 371192 | -165818 | -759487 |
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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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