Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616066.6855 | 518463.9477 | 97602.7378 | 1324223.2196 | 614262.3166 | 709960.903 |
Total P&L (%) | 616.0667 | 518.4639 | 97.6027 | 1324.2232 | 614.2623 | 709.9609 |
Avg Daily Profit (%) | 0.2624 | 0.2209 | 0.0416 | 0.1132 | 0.0838 | 0.0891 |
Buy And Hold Return (%) | 10.0458 | 10.0458 | 10.0458 | 10.0458 | 10.0458 | 10.0458 |
Max Trade Drawdown | -59921 | -51929 | -52194 | -1296288 | -781361 | -592585 |
Profit Factor | 2.2315 | 2.8054 | 1.4581 | 1.3046 | 1.2323 | 1.417 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 51.6129 | 48.9362 | 54.3478 | 51.6129 | 48.9362 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.092 | 2.9273 | 1.2248 | 1.2231 | 1.2859 | 1.1903 |
Largest Winning Trade | 209416 | 209416 | 72174 | 879413 | 879413 | 604782 |
Largest Losing Trade | -43224 | -43224 | -30833 | -412560 | -412560 | -295177 |
Avg Bars in Trades | 47 | 46 | 47 | 47 | 46 | 47 |
Avg Bars in Winners | 65 | 71 | 59 | 65 | 71 | 59 |
Avg Bars in Losers | 28 | 22 | 34 | 28 | 22 | 34 |
Bars Traded | 4397 | 2192 | 2205 | 4397 | 2192 | 2205 |
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 | 477915 | 476562 | -135683 | -40867 | -81336 | -72089 |
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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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