Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1045216.78 | 935139.5919 | 110077.1881 | 3377191.2029 | 2980117.0747 | 397074.1282 |
Total P&L (%) | 1045.2168 | 935.1396 | 110.0772 | 3377.1912 | 2980.1171 | 397.0741 |
Avg Daily Profit (%) | 0.5017 | 0.4489 | 0.0528 | 0.1705 | 0.1647 | 0.077 |
Buy And Hold Return (%) | 268.2663 | 268.2663 | 268.2663 | 268.2663 | 268.2663 | 268.2663 |
Max Trade Drawdown | -150206 | -114167 | -63316 | -14691692 | -10461129 | -7597942 |
Profit Factor | 2.1816 | 2.5722 | 1.3799 | 1.062 | 1.0811 | 1.0223 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 105 | 42 | 63 | 105 | 42 | 63 |
Losing Trades | 184 | 102 | 82 | 184 | 102 | 82 |
Profitability (%) | 36.3322 | 29.1667 | 43.4483 | 36.3322 | 29.1667 | 43.4483 |
Ratio Avg Win / Avg Loss | 3.823 | 6.2468 | 1.796 | 1.861 | 2.6256 | 1.3307 |
Largest Winning Trade | 458694 | 458694 | 38786 | 10719348 | 10719348 | 1243786 |
Largest Losing Trade | -23933 | -23933 | -20653 | -2193053 | -2193053 | -1117055 |
Avg Bars in Trades | 85 | 125 | 45 | 85 | 125 | 45 |
Avg Bars in Winners | 146 | 260 | 70 | 146 | 260 | 70 |
Avg Bars in Losers | 49 | 69 | 25 | 49 | 69 | 25 |
Bars Traded | 24577 | 18025 | 6552 | 24577 | 18025 | 6552 |
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 | 311361 | 27602 | -289169 | -147277 | -134054 | -305208 |
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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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