Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 967078.2126 | 823566.8738 | 143511.3388 | 21927687.1637 | 35499437.3178 | -13571750.1542 |
Total P&L (%) | 967.0782 | 823.5669 | 143.5113 | 21927.6872 | 35499.4373 | -13571.7502 |
Avg Daily Profit (%) | 0.3867 | 0.3293 | 0.0574 | 0.216 | 0.2352 | 0 |
Buy And Hold Return (%) | 817.5251 | 817.5251 | 817.5251 | 817.5251 | 817.5251 | 817.5251 |
Max Trade Drawdown | -58563 | -39792 | -76209 | -19236742 | -7089355 | -20810730 |
Profit Factor | 2.9928 | 4.2742 | 1.6139 | 1.364 | 2.3559 | 0.6016 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 46.7213 | 45.9016 | 47.541 | 46.7213 | 45.9016 | 47.541 |
Ratio Avg Win / Avg Loss | 3.4128 | 5.0375 | 1.7809 | 1.5554 | 2.7766 | 0.6638 |
Largest Winning Trade | 317757 | 317757 | 41538 | 29144783 | 29144783 | 2831076 |
Largest Losing Trade | -33660 | -27288 | -33660 | -12897467 | -4372499 | -12897467 |
Avg Bars in Trades | 58 | 81 | 35 | 58 | 81 | 35 |
Avg Bars in Winners | 70 | 97 | 44 | 70 | 97 | 44 |
Avg Bars in Losers | 47 | 67 | 27 | 47 | 67 | 27 |
Bars Traded | 7142 | 4961 | 2181 | 7142 | 4961 | 2181 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94466 | -310346 | -441646 | 317117 | -150448 | -743414 |
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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) |
---|