Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619543.947 | 551121.3638 | 68422.5831 | 701367.1723 | 202555.1895 | 498811.9827 |
Total P&L (%) | 619.5439 | 551.1214 | 68.4226 | 701.3672 | 202.5552 | 498.812 |
Avg Daily Profit (%) | 0.3324 | 0.2957 | 0.0367 | 0.1117 | 0.0594 | 0.0961 |
Buy And Hold Return (%) | 21.8138 | 21.8138 | 21.8138 | 21.8138 | 21.8138 | 21.8138 |
Max Trade Drawdown | -166233 | -114454 | -80741 | -1037321 | -734281 | -390447 |
Profit Factor | 2.0759 | 2.8711 | 1.2433 | 1.2207 | 1.1199 | 1.3352 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 37.7778 | 33.3333 | 42.2222 | 37.7778 | 33.3333 | 42.2222 |
Ratio Avg Win / Avg Loss | 3.4192 | 5.7423 | 1.7013 | 2.0106 | 2.2398 | 1.8271 |
Largest Winning Trade | 268230 | 268230 | 61828 | 471198 | 456549 | 471198 |
Largest Losing Trade | -26757 | -26757 | -23450 | -279858 | -279858 | -167014 |
Avg Bars in Trades | 80 | 74 | 86 | 80 | 74 | 86 |
Avg Bars in Winners | 136 | 138 | 135 | 136 | 138 | 135 |
Avg Bars in Losers | 46 | 42 | 50 | 46 | 42 | 50 |
Bars Traded | 7232 | 3337 | 3896 | 7232 | 3337 | 3896 |
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 | 309722 | 285179 | -148957 | -47222 | -207531 | -66252 |
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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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