Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959931.9643 | 778130.8772 | 181801.0871 | 45466323.325 | 74422122.9197 | -28955799.5947 |
Total P&L (%) | 959.932 | 778.1309 | 181.8011 | 45466.3233 | 74422.1229 | -28955.7996 |
Avg Daily Profit (%) | 0.3839 | 0.3112 | 0.0727 | 0.2451 | 0.2649 | 0 |
Buy And Hold Return (%) | 839.5355 | 839.5355 | 839.5355 | 839.5355 | 839.5355 | 839.5355 |
Max Trade Drawdown | -63967 | -45387 | -71680 | -41691746 | -5019152 | -44521356 |
Profit Factor | 4.8291 | 9.2919 | 2.159 | 1.6921 | 5.94 | 0.4281 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Profitability (%) | 63.7931 | 68.9655 | 58.6207 | 63.7931 | 68.9655 | 58.6207 |
Ratio Avg Win / Avg Loss | 2.7408 | 4.1814 | 1.524 | 0.9604 | 2.673 | 0.3022 |
Largest Winning Trade | 189213 | 189213 | 54427 | 43679366 | 43679366 | 4855851 |
Largest Losing Trade | -61494 | -36358 | -61494 | -41055964 | -4044649 | -41055964 |
Avg Bars in Trades | 122 | 123 | 121 | 122 | 123 | 121 |
Avg Bars in Winners | 112 | 108 | 116 | 112 | 108 | 116 |
Avg Bars in Losers | 140 | 155 | 129 | 140 | 155 | 129 |
Bars Traded | 7106 | 3581 | 3525 | 7106 | 3581 | 3525 |
Profit Streak | 106.6349 | 106.6349 | 184.6349 | 106.6349 | 106.6349 | 184.6349 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -280636 | -145296 | -255879 | -167902 | 721488 | -579128 |
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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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