Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843542.5464 | 780589.0934 | 62953.4531 | 916063.7434 | 729888.6823 | 186175.0612 |
Total P&L (%) | 843.5425 | 780.5891 | 62.9535 | 916.0637 | 729.8887 | 186.1751 |
Avg Daily Profit (%) | 0.4558 | 0.4218 | 0.034 | 0.1254 | 0.1144 | 0.0568 |
Buy And Hold Return (%) | 52.6973 | 52.6973 | 52.6973 | 52.6973 | 52.6973 | 52.6973 |
Max Trade Drawdown | -57387 | -92181 | -42952 | -700673 | -612418 | -590304 |
Profit Factor | 2.4014 | 3.3991 | 1.2276 | 1.2123 | 1.3146 | 1.0934 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 50.3401 | 51.3514 | 49.3151 | 50.3401 | 51.3514 | 49.3151 |
Ratio Avg Win / Avg Loss | 2.3689 | 3.2202 | 1.2617 | 1.1959 | 1.2454 | 1.1237 |
Largest Winning Trade | 701122 | 701122 | 44892 | 474201 | 470757 | 474201 |
Largest Losing Trade | -30990 | -30990 | -25875 | -316324 | -216819 | -316324 |
Avg Bars in Trades | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Winners | 50 | 44 | 56 | 50 | 44 | 56 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 5243 | 2473 | 2770 | 5243 | 2473 | 2770 |
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 | 548348 | -47849 | -325261 | -25263 | -103954 | -309732 |
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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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