Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891969.371 | 830018.9887 | 61950.3823 | 3402375.2405 | 2282719.2757 | 1119655.9648 |
Total P&L (%) | 891.9694 | 830.019 | 61.9504 | 3402.3752 | 2282.7193 | 1119.656 |
Avg Daily Profit (%) | 0.4888 | 0.4548 | 0.0339 | 0.195 | 0.1739 | 0.1371 |
Buy And Hold Return (%) | 867.205 | 867.205 | 867.205 | 867.205 | 867.205 | 867.205 |
Max Trade Drawdown | -160138 | -88756 | -124861 | -3004241 | -1977027 | -1544619 |
Profit Factor | 2.5339 | 4.1215 | 1.1963 | 1.4618 | 1.6776 | 1.28 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 56.25 | 57.5 | 55 | 56.25 | 57.5 | 55 |
Ratio Avg Win / Avg Loss | 1.9708 | 3.0463 | 0.9788 | 1.137 | 1.24 | 1.0473 |
Largest Winning Trade | 278334 | 278334 | 66696 | 1443882 | 1018420 | 1443882 |
Largest Losing Trade | -53479 | -39690 | -53479 | -1451330 | -1451330 | -1121589 |
Avg Bars in Trades | 44 | 50 | 37 | 44 | 50 | 37 |
Avg Bars in Winners | 49 | 48 | 49 | 49 | 48 | 49 |
Avg Bars in Losers | 37 | 53 | 23 | 37 | 53 | 23 |
Bars Traded | 3523 | 2023 | 1500 | 3523 | 2023 | 1500 |
Profit Streak | 0 | 165.4956 | 0 | 0 | 165.4956 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164524 | -146028 | -318920 | -16189 | 317753 | -84104 |
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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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