Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903658.8186 | 807354.1846 | 96304.6339 | 1790579.5064 | 1215694.3495 | 574885.1569 |
Total P&L (%) | 903.6588 | 807.3542 | 96.3046 | 1790.5795 | 1215.6944 | 574.8852 |
Avg Daily Profit (%) | 0.36 | 0.3216 | 0.0384 | 0.1172 | 0.1027 | 0.0761 |
Buy And Hold Return (%) | 186.1196 | 186.1196 | 186.1196 | 186.1196 | 186.1196 | 186.1196 |
Max Trade Drawdown | -98294 | -88495 | -61112 | -574431 | -383753 | -273022 |
Profit Factor | 1.8278 | 2.2374 | 1.2193 | 1.6922 | 1.76 | 1.5824 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 135 | 58 | 77 | 135 | 58 | 77 |
Losing Trades | 161 | 90 | 71 | 161 | 90 | 71 |
Profitability (%) | 45.6081 | 39.1892 | 52.027 | 45.6081 | 39.1892 | 52.027 |
Ratio Avg Win / Avg Loss | 2.1799 | 3.4719 | 1.1243 | 2.0181 | 2.731 | 1.4591 |
Largest Winning Trade | 479171 | 479171 | 23048 | 825875 | 825875 | 207804 |
Largest Losing Trade | -55710 | -39788 | -55710 | -172368 | -169769 | -172368 |
Avg Bars in Trades | 16 | 23 | 9 | 16 | 23 | 9 |
Avg Bars in Winners | 21 | 35 | 10 | 21 | 35 | 10 |
Avg Bars in Losers | 12 | 16 | 8 | 12 | 16 | 8 |
Bars Traded | 4967 | 3531 | 1436 | 4967 | 3531 | 1436 |
Profit Streak | 45.394 | 45.394 | 47.894 | 45.394 | 45.394 | 47.894 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466132 | 283715 | -306478 | -31438 | -55963 | -90799 |
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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) |
---|