Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748092.6024 | 720191.2312 | 27901.3712 | 583469.6869 | 370159.6974 | 213309.9896 |
Total P&L (%) | 748.0926 | 720.1912 | 27.9014 | 583.4697 | 370.1597 | 213.31 |
Avg Daily Profit (%) | 0.3989 | 0.384 | 0.0149 | 0.1025 | 0.0826 | 0.0609 |
Buy And Hold Return (%) | 308.1408 | 308.1408 | 308.1408 | 308.1408 | 308.1408 | 308.1408 |
Max Trade Drawdown | -82605 | -60374 | -134010 | -831732 | -678403 | -444337 |
Profit Factor | 2.0776 | 3.1923 | 1.0763 | 1.1537 | 1.1873 | 1.1173 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 51.4286 | 50 | 52.8736 | 51.4286 | 50 | 52.8736 |
Ratio Avg Win / Avg Loss | 1.9621 | 3.1923 | 0.9593 | 1.0896 | 1.1873 | 0.9958 |
Largest Winning Trade | 559386 | 559386 | 55735 | 366227 | 366227 | 274469 |
Largest Losing Trade | -51377 | -32250 | -51377 | -433251 | -433251 | -281486 |
Avg Bars in Trades | 41 | 33 | 49 | 41 | 33 | 49 |
Avg Bars in Winners | 57 | 42 | 72 | 57 | 42 | 72 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 7274 | 2942 | 4332 | 7274 | 2942 | 4332 |
Profit Streak | 0 | 0 | 32.678 | 0 | 0 | 32.678 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387075 | 387070 | -475522 | -113596 | -200738 | -369039 |
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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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