Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 920525.7781 | 808742.1334 | 111783.6447 | 4054998.0074 | 1102312.0405 | 2952685.9669 |
Total P&L (%) | 920.5258 | 808.7421 | 111.7836 | 4054.998 | 1102.312 | 2952.686 |
Avg Daily Profit (%) | 0.3678 | 0.3232 | 0.0447 | 0.149 | 0.0994 | 0.1367 |
Buy And Hold Return (%) | 376.3268 | 376.3268 | 376.3268 | 376.3268 | 376.3268 | 376.3268 |
Max Trade Drawdown | -102919 | -105619 | -73767 | -2279216 | -2551602 | -878347 |
Profit Factor | 2.5031 | 3.4436 | 1.3972 | 1.4487 | 1.1689 | 2.1759 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.0037 | 4.1324 | 1.6766 | 1.7385 | 1.4027 | 2.6111 |
Largest Winning Trade | 371070 | 371070 | 49583 | 1802695 | 1802695 | 1083320 |
Largest Losing Trade | -33615 | -33305 | -33615 | -1020459 | -1020459 | -369543 |
Avg Bars in Trades | 53 | 53 | 52 | 53 | 53 | 52 |
Avg Bars in Winners | 87 | 90 | 85 | 87 | 90 | 85 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 4690 | 2374 | 2316 | 4690 | 2374 | 2316 |
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 | 316644 | 290599 | -298945 | 248356 | -99433 | -7691 |
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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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