Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060459.4379 | 876476.009 | 183983.4289 | 48987890.9584 | 55206998.0387 | -6219107.0803 |
Total P&L (%) | 1060.4594 | 876.476 | 183.9834 | 48987.891 | 55206.998 | -6219.1071 |
Avg Daily Profit (%) | 0.4241 | 0.3505 | 0.0736 | 0.2481 | 0.2529 | 0 |
Buy And Hold Return (%) | 707.1641 | 707.1641 | 707.1641 | 707.1641 | 707.1641 | 707.1641 |
Max Trade Drawdown | -88336 | -55429 | -67242 | -52802768 | -31377242 | -21914739 |
Profit Factor | 3.2008 | 4.1963 | 1.8861 | 1.5363 | 2.0651 | 0.8426 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Profitability (%) | 42.8571 | 45.7627 | 40 | 42.8571 | 45.7627 | 40 |
Ratio Avg Win / Avg Loss | 4.2677 | 4.9734 | 2.8291 | 2.0484 | 2.4475 | 1.2639 |
Largest Winning Trade | 346098 | 346098 | 51714 | 48658852 | 48658852 | 9446357 |
Largest Losing Trade | -23002 | -23002 | -22122 | -16867773 | -16867773 | -15229880 |
Avg Bars in Trades | 59 | 60 | 59 | 59 | 60 | 59 |
Avg Bars in Winners | 91 | 91 | 91 | 91 | 91 | 91 |
Avg Bars in Losers | 35 | 33 | 38 | 35 | 33 | 38 |
Bars Traded | 7118 | 3546 | 3572 | 7118 | 3546 | 3572 |
Profit Streak | 80.7863 | 91.453 | 80.7863 | 80.7863 | 91.453 | 80.7863 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 152040 | -252529 | -429680 | 345198 | -165353 | -751900 |
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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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