Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635534.4607 | 506803.5221 | 128730.9386 | 1160075.0819 | 420410.45 | 739664.6319 |
Total P&L (%) | 635.5345 | 506.8035 | 128.7309 | 1160.0751 | 420.4105 | 739.6646 |
Avg Daily Profit (%) | 0.3363 | 0.2682 | 0.0681 | 0.1342 | 0.0873 | 0.1127 |
Buy And Hold Return (%) | 28.9265 | 28.9265 | 28.9265 | 28.9265 | 28.9265 | 28.9265 |
Max Trade Drawdown | -133278 | -146421 | -43102 | -2788991 | -2741908 | -1112023 |
Profit Factor | 1.4657 | 1.4929 | 1.3825 | 1.0574 | 1.0271 | 1.1573 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 233 | 118 | 115 | 233 | 118 | 115 |
Losing Trades | 137 | 67 | 70 | 137 | 67 | 70 |
Profitability (%) | 62.973 | 63.7838 | 62.1622 | 62.973 | 63.7838 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.8618 | 0.8477 | 0.8415 | 0.6218 | 0.5832 | 0.7045 |
Largest Winning Trade | 87481 | 87481 | 19498 | 938442 | 938442 | 397291 |
Largest Losing Trade | -67475 | -67475 | -37881 | -1180498 | -1180498 | -1013385 |
Avg Bars in Trades | 60 | 111 | 10 | 60 | 111 | 10 |
Avg Bars in Winners | 33 | 57 | 7 | 33 | 57 | 7 |
Avg Bars in Losers | 108 | 206 | 14 | 108 | 206 | 14 |
Bars Traded | 22525 | 20630 | 1895 | 22525 | 20630 | 1895 |
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 | 440956 | 375009 | -102607 | -168885 | -266520 | -89051 |
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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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