Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1684255.1697 | 1540127.6426 | 144127.527 | 4422665.1738 | -332903.585 | 4755568.7588 |
Total P&L (%) | 1684.2552 | 1540.1276 | 144.1275 | 4422.6652 | -332.9036 | 4755.5688 |
Avg Daily Profit (%) | 0.9089 | 0.8312 | 0.0778 | 0.2059 | 0 | 0.2098 |
Buy And Hold Return (%) | 67.0905 | 67.0905 | 67.0905 | 67.0905 | 67.0905 | 67.0905 |
Max Trade Drawdown | -115911 | -76146 | -53946 | -10618968 | -7687421 | -4104136 |
Profit Factor | 5.8905 | 9.8106 | 1.8499 | 1.2133 | 0.9722 | 1.5425 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 41.5385 | 36.3636 | 46.875 | 41.5385 | 36.3636 | 46.875 |
Ratio Avg Win / Avg Loss | 8.2903 | 17.1685 | 2.0965 | 1.7076 | 1.7013 | 1.7482 |
Largest Winning Trade | 1367599 | 1367599 | 66373 | 5530142 | 5530142 | 3762496 |
Largest Losing Trade | -34380 | -24757 | -34380 | -2767451 | -2767451 | -1936841 |
Avg Bars in Trades | 53 | 47 | 59 | 53 | 47 | 59 |
Avg Bars in Winners | 82 | 75 | 87 | 82 | 75 | 87 |
Avg Bars in Losers | 32 | 31 | 34 | 32 | 31 | 34 |
Bars Traded | 3476 | 1568 | 1908 | 3476 | 1568 | 1908 |
Profit Streak | 38.3199 | 38.3199 | 47.3199 | 38.3199 | 38.3199 | 47.3199 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116871 | 609809 | -92176 | -129826 | -582782 | 363967 |
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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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