Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855057.1939 | 760477.8869 | 94579.307 | 4453585.5965 | 2688040.0053 | 1765545.5913 |
Total P&L (%) | 855.0572 | 760.4779 | 94.5793 | 4453.5856 | 2688.04 | 1765.5456 |
Avg Daily Profit (%) | 0.46 | 0.4091 | 0.0509 | 0.2056 | 0.1792 | 0.1575 |
Buy And Hold Return (%) | 105.6701 | 105.6701 | 105.6701 | 105.6701 | 105.6701 | 105.6701 |
Max Trade Drawdown | -106990 | -74121 | -67667 | -8394550 | -4927345 | -4990523 |
Profit Factor | 2.2256 | 3.5581 | 1.2362 | 1.2228 | 1.318 | 1.1531 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 33.871 | 35.4839 | 32.2581 | 33.871 | 35.4839 | 32.2581 |
Ratio Avg Win / Avg Loss | 4.3452 | 6.4692 | 2.596 | 2.3874 | 2.3964 | 2.4214 |
Largest Winning Trade | 305081 | 305081 | 75727 | 3670569 | 2607885 | 3670569 |
Largest Losing Trade | -26158 | -20878 | -26158 | -1425413 | -1220466 | -1425413 |
Avg Bars in Trades | 87 | 83 | 91 | 87 | 83 | 91 |
Avg Bars in Winners | 191 | 177 | 208 | 191 | 177 | 208 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 10813 | 5158 | 5655 | 10813 | 5158 | 5655 |
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 | 307859 | -143541 | -451302 | 103161 | -150938 | -204734 |
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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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