Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1413513.229 | 1451919.1541 | -38405.9251 | 410624.1292 | 1164054.5895 | -753430.4603 |
Total P&L (%) | 1413.5132 | 1451.9192 | -38.4059 | 410.6241 | 1164.0546 | -753.4305 |
Avg Daily Profit (%) | 0.7711 | 0.7921 | -0.021 | 0.089 | 0.1385 | 0 |
Buy And Hold Return (%) | 585.6628 | 585.6628 | 585.6628 | 585.6628 | 585.6628 | 585.6628 |
Max Trade Drawdown | -195023 | -77330 | -168654 | -1207031 | -401827 | -974763 |
Profit Factor | 2.3204 | 3.867 | 0.9319 | 1.0949 | 1.5738 | 0.6722 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 148 | 78 | 70 | 148 | 78 | 70 |
Profitability (%) | 34.2222 | 30.9735 | 37.5 | 34.2222 | 30.9735 | 37.5 |
Ratio Avg Win / Avg Loss | 4.46 | 8.6179 | 1.5532 | 2.1045 | 3.5074 | 1.1203 |
Largest Winning Trade | 1000774 | 1000774 | 71530 | 930864 | 930864 | 174901 |
Largest Losing Trade | -34173 | -25060 | -34173 | -308021 | -265906 | -308021 |
Avg Bars in Trades | 31 | 28 | 35 | 31 | 28 | 35 |
Avg Bars in Winners | 64 | 60 | 67 | 64 | 60 | 67 |
Avg Bars in Losers | 15 | 14 | 15 | 15 | 14 | 15 |
Bars Traded | 7193 | 3271 | 3922 | 7193 | 3271 | 3922 |
Profit Streak | 20.4058 | 21.6558 | 0 | 20.4058 | 21.6558 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316858 | 343534 | -583117 | -359363 | -18653 | -584228 |
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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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