Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702597.6532 | 639241.4915 | 63356.1617 | 3897035.6247 | 3784549.7234 | 112485.9013 |
Total P&L (%) | 702.5977 | 639.2415 | 63.3562 | 3897.0356 | 3784.5497 | 112.4859 |
Avg Daily Profit (%) | 0.3862 | 0.3514 | 0.0348 | 0.2029 | 0.2014 | 0.0414 |
Buy And Hold Return (%) | 537.9872 | 537.9872 | 537.9872 | 537.9872 | 537.9872 | 537.9872 |
Max Trade Drawdown | -121675 | -80548 | -119788 | -3935651 | -2153037 | -2916872 |
Profit Factor | 1.9123 | 2.8669 | 1.1481 | 1.2137 | 1.4704 | 1.011 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Losing Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Profitability (%) | 50 | 53.3333 | 46.6667 | 50 | 53.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.9123 | 2.5086 | 1.3121 | 1.2137 | 1.2866 | 1.1555 |
Largest Winning Trade | 145747 | 145747 | 76005 | 2096287 | 1315449 | 2096287 |
Largest Losing Trade | -43195 | -42960 | -43195 | -1763447 | -992502 | -1763447 |
Avg Bars in Trades | 71 | 65 | 78 | 71 | 65 | 78 |
Avg Bars in Winners | 86 | 60 | 115 | 86 | 60 | 115 |
Avg Bars in Losers | 56 | 69 | 45 | 56 | 69 | 45 |
Bars Traded | 10765 | 4880 | 5885 | 10765 | 4880 | 5885 |
Profit Streak | 0 | 14.5905 | 0 | 0 | 14.5905 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56539 | -147871 | -428005 | 302589 | -46277 | -569975 |
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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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