Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763241.1688 | 604664.2912 | 158576.8776 | 4048224.147 | 1051302.104 | 2996922.043 |
Total P&L (%) | 763.2412 | 604.6643 | 158.5769 | 4048.2241 | 1051.3021 | 2996.922 |
Avg Daily Profit (%) | 0.4112 | 0.3258 | 0.0854 | 0.2009 | 0.1317 | 0.1851 |
Buy And Hold Return (%) | 15.7511 | 15.7511 | 15.7511 | 15.7511 | 15.7511 | 15.7511 |
Max Trade Drawdown | -85821 | -60839 | -110405 | -4158777 | -2391061 | -2080802 |
Profit Factor | 1.9443 | 2.6263 | 1.3633 | 1.19 | 1.1017 | 1.2733 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Losing Trades | 187 | 92 | 95 | 187 | 92 | 95 |
Profitability (%) | 33.2143 | 34.2857 | 32.1429 | 33.2143 | 34.2857 | 32.1429 |
Ratio Avg Win / Avg Loss | 3.9095 | 5.0338 | 2.8781 | 2.3929 | 2.1116 | 2.6882 |
Largest Winning Trade | 297000 | 297000 | 42437 | 1775915 | 1775915 | 1542626 |
Largest Losing Trade | -20758 | -13312 | -20758 | -605700 | -605700 | -600014 |
Avg Bars in Trades | 19 | 17 | 22 | 19 | 17 | 22 |
Avg Bars in Winners | 43 | 35 | 52 | 43 | 35 | 52 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5479 | 2390 | 3089 | 5479 | 2390 | 3089 |
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 | 315014 | 291787 | -84154 | -7113 | -130307 | 75344 |
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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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