Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1274611.0502 | 1016042.4248 | 258568.6254 | 202364303.3075 | 289587646.2411 | -87223342.9336 |
Total P&L (%) | 1274.6111 | 1016.0424 | 258.5686 | 202364.3033 | 289587.6462 | -87223.3429 |
Avg Daily Profit (%) | 0.5097 | 0.4063 | 0.1034 | 0.3049 | 0.3193 | 0 |
Buy And Hold Return (%) | 718.7871 | 718.7871 | 718.7871 | 718.7871 | 718.7871 | 718.7871 |
Max Trade Drawdown | -93306 | -50430 | -60554 | -238873536 | -97250881 | -156254854 |
Profit Factor | 4.5278 | 6.3823 | 2.4987 | 1.5643 | 3.0452 | 0.5981 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 59.3023 | 53.4884 | 65.1163 | 59.3023 | 53.4884 | 65.1163 |
Ratio Avg Win / Avg Loss | 3.1073 | 5.5498 | 1.3386 | 1.0735 | 2.648 | 0.3204 |
Largest Winning Trade | 340191 | 340191 | 47346 | 270899451 | 270899451 | 44121693 |
Largest Losing Trade | -43536 | -41139 | -43536 | -130413468 | -51082427 | -130413468 |
Avg Bars in Trades | 85 | 97 | 73 | 85 | 97 | 73 |
Avg Bars in Winners | 99 | 110 | 90 | 99 | 110 | 90 |
Avg Bars in Losers | 65 | 82 | 42 | 65 | 82 | 42 |
Bars Traded | 7381 | 4209 | 3173 | 7381 | 4209 | 3173 |
Profit Streak | 148.344 | 155.6773 | 148.344 | 148.344 | 155.6773 | 148.344 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451837 | -17320 | -214092 | 484243 | 588305 | -577804 |
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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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