Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1545591.4982 | 1484809.2204 | 60782.2778 | 3527849.8052 | 4446962.6752 | -919112.87 |
Total P&L (%) | 1545.5915 | 1484.8092 | 60.7823 | 3527.8498 | 4446.9627 | -919.1129 |
Avg Daily Profit (%) | 0.8464 | 0.8131 | 0.0333 | 0.1969 | 0.2093 | 0 |
Buy And Hold Return (%) | 789.7485 | 789.7485 | 789.7485 | 789.7485 | 789.7485 | 789.7485 |
Max Trade Drawdown | -149299 | -113764 | -89487 | -3342365 | -2148601 | -2108376 |
Profit Factor | 3.156 | 4.9924 | 1.1762 | 1.2402 | 1.6061 | 0.875 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 46.7105 | 46.0526 | 47.3684 | 46.7105 | 46.0526 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.6005 | 5.8483 | 1.3069 | 1.4148 | 1.8814 | 0.9722 |
Largest Winning Trade | 743015 | 743015 | 75532 | 3089088 | 3089088 | 1121021 |
Largest Losing Trade | -50440 | -50440 | -39814 | -1117473 | -1117473 | -1099579 |
Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Winners | 35 | 40 | 30 | 35 | 40 | 30 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 3533 | 1976 | 1557 | 3533 | 1976 | 1557 |
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 | 426862 | -37436 | -391122 | 205816 | -40471 | -630981 |
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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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