Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 919879.2063 | 820105.6431 | 99773.5632 | 8038021.0557 | 12384594.6438 | -4346573.5881 |
Total P&L (%) | 919.8792 | 820.1056 | 99.7736 | 8038.0211 | 12384.5946 | -4346.5736 |
Avg Daily Profit (%) | 0.3679 | 0.328 | 0.0399 | 0.1761 | 0.1932 | 0 |
Buy And Hold Return (%) | 759.9514 | 759.9514 | 759.9514 | 759.9514 | 759.9514 | 759.9514 |
Max Trade Drawdown | -103635 | -75907 | -92779 | -10863558 | -4879994 | -8334419 |
Profit Factor | 2.5574 | 3.5472 | 1.3713 | 1.3137 | 1.9261 | 0.6452 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 56.3025 | 57.6271 | 55 | 56.3025 | 57.6271 | 55 |
Ratio Avg Win / Avg Loss | 1.9848 | 2.6082 | 1.122 | 1.0196 | 1.4163 | 0.5279 |
Largest Winning Trade | 335706 | 335706 | 62495 | 11908188 | 11908188 | 1196597 |
Largest Losing Trade | -37196 | -37196 | -29930 | -4625896 | -2650675 | -4625896 |
Avg Bars in Trades | 39 | 48 | 31 | 39 | 48 | 31 |
Avg Bars in Winners | 45 | 47 | 42 | 45 | 47 | 42 |
Avg Bars in Losers | 32 | 48 | 18 | 32 | 48 | 18 |
Bars Traded | 4744 | 2836 | 1908 | 4744 | 2836 | 1908 |
Profit Streak | 156.443 | 158.943 | 156.443 | 156.443 | 158.943 | 156.443 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83442 | -300017 | -472430 | 378577 | -164200 | -748345 |
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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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