Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837552.6936 | 717292.5606 | 120260.133 | -5491101.3995 | 41363124.1331 | -46854225.5325 |
Total P&L (%) | 837.5527 | 717.2926 | 120.2601 | -5491.1014 | 41363.1241 | -46854.2255 |
Avg Daily Profit (%) | 0.3349 | 0.2868 | 0.0481 | 0 | 0.2413 | 0 |
Buy And Hold Return (%) | 849.202 | 849.202 | 849.202 | 849.202 | 849.202 | 849.202 |
Max Trade Drawdown | -123451 | -27134 | -157538 | -68906101 | -14518003 | -69703209 |
Profit Factor | 3.0213 | 6.6267 | 1.4192 | 0.9584 | 2.1098 | 0.5047 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 40 | 21 | 19 | 37 | 19 | 18 |
Losing Trades | 23 | 11 | 12 | 26 | 13 | 13 |
Profitability (%) | 63.4921 | 65.625 | 61.2903 | 58.7302 | 59.375 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.7372 | 3.4711 | 0.8963 | 0.6734 | 1.4436 | 0.3645 |
Largest Winning Trade | 136545 | 136545 | 55523 | 16655756 | 16655756 | 7897892 |
Largest Losing Trade | -108991 | -17360 | -108991 | -47805422 | -8772227 | -47805422 |
Avg Bars in Trades | 111 | 92 | 130 | 111 | 92 | 130 |
Avg Bars in Winners | 111 | 81 | 145 | 110 | 77 | 145 |
Avg Bars in Losers | 110 | 115 | 105 | 112 | 115 | 108 |
Bars Traded | 7005 | 2975 | 4030 | 7005 | 2975 | 4030 |
Profit Streak | 193.4016 | 353.4016 | 193.4016 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -298706 | -145133 | -293303 | -730646 | 449096 | -579772 |
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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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