Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763867.7188 | 680489.5494 | 83378.1694 | 851606.1107 | 474484.5522 | 377121.5585 |
Total P&L (%) | 763.8677 | 680.4895 | 83.3782 | 851.6061 | 474.4846 | 377.1216 |
Avg Daily Profit (%) | 0.4113 | 0.3664 | 0.0449 | 0.1214 | 0.0942 | 0.0842 |
Buy And Hold Return (%) | 20.4184 | 20.4184 | 20.4184 | 20.4184 | 20.4184 | 20.4184 |
Max Trade Drawdown | -76080 | -74759 | -74182 | -2102017 | -1626474 | -1325278 |
Profit Factor | 1.9531 | 2.7987 | 1.1971 | 1.063 | 1.075 | 1.0524 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 36.1842 | 30.2632 | 42.1053 | 36.1842 | 30.2632 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.4446 | 6.4491 | 1.646 | 1.8747 | 2.4771 | 1.447 |
Largest Winning Trade | 466492 | 466492 | 59530 | 1139494 | 936813 | 1139494 |
Largest Losing Trade | -35781 | -17929 | -35781 | -725662 | -547511 | -725662 |
Avg Bars in Trades | 36 | 32 | 39 | 36 | 32 | 39 |
Avg Bars in Winners | 70 | 68 | 70 | 70 | 68 | 70 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 5483 | 2478 | 3005 | 5483 | 2478 | 3005 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323195 | -42331 | -190259 | -185273 | -261310 | -295989 |
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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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