Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368783.4286 | 489809.0851 | -121025.6565 | -18919159.1741 | 10685891.0803 | -29605050.2543 |
Total P&L (%) | 368.7834 | 489.8091 | -121.0257 | -18919.1592 | 10685.8911 | -29605.0503 |
Avg Daily Profit (%) | 0.1475 | 0.1959 | -0.0484 | 0 | 0.1874 | 0 |
Buy And Hold Return (%) | 924.7809 | 924.7809 | 924.7809 | 924.7809 | 924.7809 | 924.7809 |
Max Trade Drawdown | -353355 | -61359 | -313071 | -33302415 | -4922546 | -33302415 |
Profit Factor | 1.5681 | 3.0675 | 0.7065 | 0.586 | 2.273 | 0.2064 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 58 | 28 | 30 | 60 | 31 | 29 |
Losing Trades | 36 | 19 | 17 | 34 | 16 | 18 |
Profitability (%) | 61.7021 | 59.5745 | 63.8298 | 63.8298 | 65.9574 | 61.7021 |
Ratio Avg Win / Avg Loss | 0.9733 | 2.0815 | 0.4003 | 0.3321 | 1.1732 | 0.1281 |
Largest Winning Trade | 135103 | 135103 | 33050 | 5941679 | 5941679 | 1289863 |
Largest Losing Trade | -302945 | -39082 | -302945 | -33302415 | -4635089 | -33302415 |
Avg Bars in Trades | 76 | 67 | 85 | 76 | 67 | 85 |
Avg Bars in Winners | 71 | 63 | 79 | 68 | 60 | 76 |
Avg Bars in Losers | 84 | 73 | 97 | 91 | 80 | 100 |
Bars Traded | 7199 | 3161 | 4038 | 7199 | 3161 | 4038 |
Profit Streak | 82.6003 | 91.267 | 82.6003 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159140 | -150450 | -578346 | -578456 | 478638 | -579179 |
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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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