Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926807.3191 | 807116.3765 | 119690.9427 | 7970698.3563 | 3276297.8276 | 4694400.5287 |
Total P&L (%) | 926.8073 | 807.1164 | 119.6909 | 7970.6984 | 3276.2978 | 4694.4005 |
Avg Daily Profit (%) | 0.3704 | 0.3226 | 0.0478 | 0.1756 | 0.1407 | 0.1548 |
Buy And Hold Return (%) | 430.2267 | 430.2267 | 430.2267 | 430.2267 | 430.2267 | 430.2267 |
Max Trade Drawdown | -106160 | -75169 | -92622 | -6387830 | -4475526 | -2340726 |
Profit Factor | 2.3263 | 3.629 | 1.3055 | 1.411 | 1.31 | 1.532 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 77 | 33 | 44 | 77 | 33 | 44 |
Losing Trades | 94 | 53 | 41 | 94 | 53 | 41 |
Profitability (%) | 45.0292 | 38.3721 | 51.7647 | 45.0292 | 38.3721 | 51.7647 |
Ratio Avg Win / Avg Loss | 2.8399 | 5.8284 | 1.2165 | 1.7226 | 2.104 | 1.4275 |
Largest Winning Trade | 275595 | 275595 | 54730 | 3055055 | 3055055 | 2080730 |
Largest Losing Trade | -44784 | -17296 | -44784 | -1416774 | -1157082 | -1416774 |
Avg Bars in Trades | 57 | 46 | 67 | 57 | 46 | 67 |
Avg Bars in Winners | 88 | 82 | 92 | 88 | 82 | 92 |
Avg Bars in Losers | 31 | 24 | 40 | 31 | 24 | 40 |
Bars Traded | 9788 | 4031 | 5757 | 9788 | 4031 | 5757 |
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 | 252934 | 119279 | -294787 | 311959 | -8316 | 325973 |
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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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