Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918747.317 | 748507.1401 | 170240.1769 | 28927640.0506 | 34191276.2215 | -5263636.1708 |
Total P&L (%) | 918.7473 | 748.5071 | 170.2402 | 28927.6401 | 34191.2762 | -5263.6362 |
Avg Daily Profit (%) | 0.3674 | 0.2993 | 0.0681 | 0.227 | 0.2337 | 0 |
Buy And Hold Return (%) | 868.5135 | 868.5135 | 868.5135 | 868.5135 | 868.5135 | 868.5135 |
Max Trade Drawdown | -63248 | -56487 | -66469 | -15338138 | -4273715 | -16315548 |
Profit Factor | 3.5527 | 5.4814 | 1.8826 | 1.8621 | 3.7622 | 0.7514 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 60 | 54.7619 | 65.1163 | 60 | 54.7619 | 65.1163 |
Ratio Avg Win / Avg Loss | 2.3684 | 4.5281 | 1.0085 | 1.2414 | 3.1079 | 0.4026 |
Largest Winning Trade | 250482 | 250482 | 44575 | 20898503 | 20898503 | 2202266 |
Largest Losing Trade | -52847 | -43445 | -52847 | -10160180 | -4273715 | -10160180 |
Avg Bars in Trades | 83 | 86 | 81 | 83 | 86 | 81 |
Avg Bars in Winners | 90 | 89 | 90 | 90 | 89 | 90 |
Avg Bars in Losers | 74 | 81 | 64 | 74 | 81 | 64 |
Bars Traded | 7120 | 3617 | 3502 | 7120 | 3617 | 3502 |
Profit Streak | 115.6954 | 115.6954 | 158.0288 | 115.6954 | 115.6954 | 158.0288 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128427 | -147518 | -261987 | 498435 | 591744 | -577414 |
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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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