Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884919.2424 | 768193.9782 | 116725.2642 | 4765412.6117 | 3962356.7867 | 803055.825 |
Total P&L (%) | 884.9192 | 768.194 | 116.7253 | 4765.4126 | 3962.3568 | 803.0558 |
Avg Daily Profit (%) | 0.354 | 0.3073 | 0.0467 | 0.1555 | 0.1483 | 0.0881 |
Buy And Hold Return (%) | 215.5627 | 215.5627 | 215.5627 | 215.5627 | 215.5627 | 215.5627 |
Max Trade Drawdown | -86041 | -74196 | -41890 | -3929896 | -2710306 | -1295930 |
Profit Factor | 2.1112 | 2.6842 | 1.3431 | 1.3528 | 1.5059 | 1.1415 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 42.2619 | 39.2857 | 45.2381 | 42.2619 | 39.2857 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.8844 | 4.1483 | 1.6259 | 1.8482 | 2.3272 | 1.3818 |
Largest Winning Trade | 400954 | 400954 | 46518 | 4521636 | 4521636 | 979367 |
Largest Losing Trade | -48642 | -48642 | -41497 | -1054337 | -951612 | -1054337 |
Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Winners | 42 | 47 | 38 | 42 | 47 | 38 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 4854 | 2601 | 2253 | 4854 | 2601 | 2253 |
Profit Streak | 0 | 0 | 49.2878 | 0 | 0 | 49.2878 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337983 | 250890 | -296212 | 263652 | 118055 | -143628 |
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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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