Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 868245.5202 | 725303.8535 | 142941.6667 | 2686352.4985 | -1019098.4477 | 3705450.9462 |
Total P&L (%) | 868.2455 | 725.3039 | 142.9417 | 2686.3525 | -1019.0984 | 3705.4509 |
Avg Daily Profit (%) | 0.4658 | 0.3891 | 0.0767 | 0.1787 | 0 | 0.1954 |
Buy And Hold Return (%) | 14.8569 | 14.8569 | 14.8569 | 14.8569 | 14.8569 | 14.8569 |
Max Trade Drawdown | -79234 | -93076 | -71320 | -4498845 | -5101194 | -1510559 |
Profit Factor | 2.4449 | 3.3677 | 1.4852 | 1.1519 | 0.9015 | 1.5044 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 42.0561 | 40.7407 | 43.3962 | 42.0561 | 40.7407 | 43.3962 |
Ratio Avg Win / Avg Loss | 3.3685 | 4.8985 | 1.9373 | 1.587 | 1.3112 | 1.9623 |
Largest Winning Trade | 450014 | 450014 | 64537 | 2626317 | 2626317 | 1237208 |
Largest Losing Trade | -36998 | -36998 | -27093 | -1636291 | -1636291 | -1510559 |
Avg Bars in Trades | 203 | 184 | 222 | 203 | 184 | 222 |
Avg Bars in Winners | 348 | 317 | 378 | 348 | 317 | 378 |
Avg Bars in Losers | 97 | 93 | 102 | 97 | 93 | 102 |
Bars Traded | 21744 | 9968 | 11776 | 21744 | 9968 | 11776 |
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 | 437900 | -167562 | -270846 | -47294 | -762767 | -172180 |
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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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