Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887310.4706 | 670483.2493 | 216827.2212 | 21734583.4148 | 6992915.7265 | 14741667.6883 |
Total P&L (%) | 887.3105 | 670.4832 | 216.8272 | 21734.5834 | 6992.9157 | 14741.6677 |
Avg Daily Profit (%) | 0.5484 | 0.4144 | 0.134 | 0.3334 | 0.2637 | 0.3095 |
Buy And Hold Return (%) | 25.7597 | 25.7597 | 25.7597 | 25.7597 | 25.7597 | 25.7597 |
Max Trade Drawdown | -78339 | -100204 | -49759 | -10297641 | -13204132 | -7155781 |
Profit Factor | 2.2808 | 2.9049 | 1.6362 | 1.3657 | 1.1961 | 1.6199 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 47.619 | 43.2432 | 52.0548 | 47.619 | 43.2432 | 52.0548 |
Ratio Avg Win / Avg Loss | 2.5088 | 3.8127 | 1.507 | 1.5023 | 1.5699 | 1.492 |
Largest Winning Trade | 160300 | 160300 | 67003 | 11011897 | 11011897 | 4960515 |
Largest Losing Trade | -35957 | -22917 | -35957 | -5473988 | -5473988 | -4570520 |
Avg Bars in Trades | 129 | 106 | 153 | 129 | 106 | 153 |
Avg Bars in Winners | 195 | 176 | 211 | 195 | 176 | 211 |
Avg Bars in Losers | 69 | 52 | 89 | 69 | 52 | 89 |
Bars Traded | 19049 | 7862 | 11187 | 19049 | 7862 | 11187 |
Profit Streak | 0 | 0 | 486.106 | 0 | 0 | 486.106 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533542 | -51669 | -82136 | 368555 | -62173 | -60178 |
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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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