Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1476512.764 | 1473700.5128 | 2812.2512 | 663792.3591 | 3669718.9851 | -3005926.626 |
Total P&L (%) | 1476.5128 | 1473.7005 | 2.8123 | 663.7924 | 3669.719 | -3005.9266 |
Avg Daily Profit (%) | 0.8119 | 0.8103 | 0.0015 | 0.1119 | 0.1998 | 0 |
Buy And Hold Return (%) | 717.6856 | 717.6856 | 717.6856 | 717.6856 | 717.6856 | 717.6856 |
Max Trade Drawdown | -163984 | -75588 | -117692 | -3510582 | -712415 | -3425335 |
Profit Factor | 3.4088 | 6.0243 | 1.0088 | 1.0825 | 2.2857 | 0.4212 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.2083 | 5.67 | 0.9495 | 1.0188 | 2.1513 | 0.3964 |
Largest Winning Trade | 1138067 | 1138067 | 69414 | 2247838 | 2247838 | 316330 |
Largest Losing Trade | -58635 | -52598 | -58635 | -2313264 | -538212 | -2313264 |
Avg Bars in Trades | 77 | 90 | 64 | 77 | 90 | 64 |
Avg Bars in Winners | 85 | 99 | 71 | 85 | 99 | 71 |
Avg Bars in Losers | 68 | 80 | 56 | 68 | 80 | 56 |
Bars Traded | 5091 | 2971 | 2120 | 5091 | 2971 | 2120 |
Profit Streak | 65.7061 | 118.0395 | 0 | 65.7061 | 118.0395 | 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 | -114556 | 600986 | -568867 | -466568 | 455519 | -580606 |
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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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