Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783619.5611 | 726378.7148 | 57240.8463 | 678093.9458 | 521156.7471 | 156937.1987 |
Total P&L (%) | 783.6196 | 726.3787 | 57.2408 | 678.0939 | 521.1567 | 156.9372 |
Avg Daily Profit (%) | 0.4211 | 0.3904 | 0.0308 | 0.1103 | 0.0982 | 0.0507 |
Buy And Hold Return (%) | 71.568 | 71.568 | 71.568 | 71.568 | 71.568 | 71.568 |
Max Trade Drawdown | -111232 | -99824 | -95758 | -660973 | -547020 | -492110 |
Profit Factor | 2.2011 | 3.2104 | 1.1768 | 1.1975 | 1.2758 | 1.1017 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.7513 | 4.0129 | 1.471 | 1.4969 | 1.5947 | 1.3771 |
Largest Winning Trade | 463414 | 463414 | 60539 | 609463 | 609463 | 258965 |
Largest Losing Trade | -37637 | -32833 | -37637 | -278889 | -241305 | -278889 |
Avg Bars in Trades | 120 | 92 | 148 | 120 | 92 | 148 |
Avg Bars in Winners | 162 | 101 | 224 | 162 | 101 | 224 |
Avg Bars in Losers | 86 | 84 | 87 | 86 | 84 | 87 |
Bars Traded | 10823 | 4142 | 6681 | 10823 | 4142 | 6681 |
Profit Streak | 52.9555 | 0 | 54.2889 | 52.9555 | 0 | 54.2889 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459308 | 493421 | -345179 | -49907 | -62505 | -240970 |
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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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