Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932753.6051 | 753889.9489 | 178863.6562 | 26113313.4714 | 43045264.1168 | -16931950.6455 |
Total P&L (%) | 932.7536 | 753.8899 | 178.8637 | 26113.3135 | 43045.2641 | -16931.9506 |
Avg Daily Profit (%) | 0.373 | 0.3015 | 0.0715 | 0.2229 | 0.2429 | 0 |
Buy And Hold Return (%) | 834.1463 | 834.1463 | 834.1463 | 834.1463 | 834.1463 | 834.1463 |
Max Trade Drawdown | -104609 | -91515 | -91882 | -27162401 | -8222168 | -31289566 |
Profit Factor | 2.6427 | 3.6462 | 1.6322 | 1.4152 | 3.2384 | 0.6122 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 53.1034 | 47.2222 | 58.9041 | 53.1034 | 47.2222 | 58.9041 |
Ratio Avg Win / Avg Loss | 2.3338 | 4.0752 | 1.1388 | 1.2498 | 3.6194 | 0.4271 |
Largest Winning Trade | 173906 | 173906 | 61738 | 27167319 | 27167319 | 4297482 |
Largest Losing Trade | -47016 | -47016 | -42247 | -12465306 | -3369906 | -12465306 |
Avg Bars in Trades | 47 | 58 | 36 | 47 | 58 | 36 |
Avg Bars in Winners | 58 | 71 | 48 | 58 | 71 | 48 |
Avg Bars in Losers | 34 | 46 | 20 | 34 | 46 | 20 |
Bars Traded | 6870 | 4177 | 2693 | 6870 | 4177 | 2693 |
Profit Streak | 16.3527 | 0 | 66.0194 | 16.3527 | 0 | 66.0194 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113082 | -230608 | -330379 | 373792 | -65943 | -649920 |
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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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