Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1193621.5882 | 978099.729 | 215521.8592 | 52800447.4833 | 78417439.4713 | -25616991.988 |
Total P&L (%) | 1193.6216 | 978.0997 | 215.5219 | 52800.4475 | 78417.4395 | -25616.992 |
Avg Daily Profit (%) | 0.4774 | 0.3912 | 0.0862 | 0.2511 | 0.267 | 0 |
Buy And Hold Return (%) | 779.6723 | 779.6723 | 779.6723 | 779.6723 | 779.6723 | 779.6723 |
Max Trade Drawdown | -89580 | -46422 | -83249 | -47484192 | -25293280 | -55638762 |
Profit Factor | 3.4727 | 5.1854 | 1.8654 | 1.4548 | 2.7826 | 0.6447 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 57.265 | 53.4483 | 61.0169 | 57.265 | 53.4483 | 61.0169 |
Ratio Avg Win / Avg Loss | 2.5915 | 4.5163 | 1.1918 | 1.0857 | 2.4236 | 0.4119 |
Largest Winning Trade | 385681 | 385681 | 43105 | 58875775 | 58875775 | 6676430 |
Largest Losing Trade | -74217 | -34932 | -74217 | -36250602 | -18922110 | -36250602 |
Avg Bars in Trades | 62 | 74 | 50 | 62 | 74 | 50 |
Avg Bars in Winners | 74 | 92 | 59 | 74 | 92 | 59 |
Avg Bars in Losers | 45 | 52 | 36 | 45 | 52 | 36 |
Bars Traded | 7267 | 4297 | 2970 | 7267 | 4297 | 2970 |
Profit Streak | 119.9579 | 119.9579 | 159.2912 | 119.9579 | 119.9579 | 159.2912 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349526 | -247646 | -415095 | 438439 | -164729 | -754647 |
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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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