Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916963.1569 | 798031.5364 | 118931.6205 | 5378141.5322 | 23285444.5288 | -17907302.9966 |
Total P&L (%) | 916.9632 | 798.0315 | 118.9316 | 5378.1415 | 23285.4445 | -17907.303 |
Avg Daily Profit (%) | 0.3667 | 0.3191 | 0.0476 | 0.1602 | 0.2184 | 0 |
Buy And Hold Return (%) | 857.2102 | 857.2102 | 857.2102 | 857.2102 | 857.2102 | 857.2102 |
Max Trade Drawdown | -88891 | -82335 | -98020 | -17158219 | -2994467 | -19224406 |
Profit Factor | 3.1096 | 6.1256 | 1.4263 | 1.1708 | 6.0235 | 0.333 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Profitability (%) | 66.1765 | 70.5882 | 61.7647 | 66.1765 | 70.5882 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.5893 | 2.5524 | 0.883 | 0.5984 | 2.5098 | 0.2062 |
Largest Winning Trade | 178318 | 178318 | 67426 | 12708399 | 12708399 | 1150627 |
Largest Losing Trade | -84489 | -49991 | -84489 | -17020690 | -1608575 | -17020690 |
Avg Bars in Trades | 67 | 74 | 60 | 67 | 74 | 60 |
Avg Bars in Winners | 78 | 70 | 87 | 78 | 70 | 87 |
Avg Bars in Losers | 45 | 84 | 16 | 45 | 84 | 16 |
Bars Traded | 4587 | 2544 | 2043 | 4587 | 2544 | 2043 |
Profit Streak | 55.6179 | 280.6179 | 0 | 55.6179 | 280.6179 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -239528 | -144192 | -294469 | -137914 | 746060 | -579270 |
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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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