Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 732525.9742 | 569964.2521 | 162561.7221 | 4712427.2155 | 2848707.7243 | 1863719.4912 |
Total P&L (%) | 732.526 | 569.9643 | 162.5617 | 4712.4272 | 2848.7077 | 1863.7195 |
Avg Daily Profit (%) | 0.2928 | 0.2278 | 0.065 | 0.1549 | 0.1353 | 0.1191 |
Buy And Hold Return (%) | 39.1163 | 39.1163 | 39.1163 | 39.1163 | 39.1163 | 39.1163 |
Max Trade Drawdown | -86836 | -79233 | -89510 | -7859715 | -6684112 | -4893954 |
Profit Factor | 1.6045 | 1.882 | 1.2875 | 1.1007 | 1.1045 | 1.0953 |
Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
Winning Trades | 135 | 64 | 71 | 135 | 64 | 71 |
Losing Trades | 178 | 93 | 85 | 178 | 93 | 85 |
Profitability (%) | 43.131 | 40.7643 | 45.5128 | 43.131 | 40.7643 | 45.5128 |
Ratio Avg Win / Avg Loss | 2.1156 | 2.7348 | 1.5414 | 1.4512 | 1.6049 | 1.3113 |
Largest Winning Trade | 119990 | 119990 | 44689 | 4832236 | 4832236 | 2092001 |
Largest Losing Trade | -24186 | -22366 | -24186 | -1698610 | -1698610 | -1527649 |
Avg Bars in Trades | 23 | 15 | 31 | 23 | 15 | 31 |
Avg Bars in Winners | 32 | 18 | 44 | 32 | 18 | 44 |
Avg Bars in Losers | 16 | 13 | 20 | 16 | 13 | 20 |
Bars Traded | 7335 | 2435 | 4900 | 7335 | 2435 | 4900 |
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 | 400000 | 316838 | -108623 | -102907 | -119468 | -150776 |
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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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