Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830830.129 | 743319.0354 | 87511.0937 | 1723790.4848 | 1580526.5913 | 143263.8935 |
Total P&L (%) | 830.8301 | 743.319 | 87.5111 | 1723.7905 | 1580.5266 | 143.2639 |
Avg Daily Profit (%) | 0.3319 | 0.297 | 0.035 | 0.1161 | 0.1128 | 0.0355 |
Buy And Hold Return (%) | 280.6512 | 280.6512 | 280.6512 | 280.6512 | 280.6512 | 280.6512 |
Max Trade Drawdown | -107395 | -87611 | -73112 | -1906581 | -951805 | -1417373 |
Profit Factor | 2.646 | 4.1806 | 1.3229 | 1.3562 | 1.751 | 1.0524 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.3152 | 3.658 | 1.1575 | 1.1867 | 1.5322 | 0.9208 |
Largest Winning Trade | 515725 | 515725 | 41146 | 1082578 | 1082578 | 542798 |
Largest Losing Trade | -73112 | -33684 | -73112 | -1417373 | -400008 | -1417373 |
Avg Bars in Trades | 162 | 154 | 171 | 162 | 154 | 171 |
Avg Bars in Winners | 203 | 187 | 220 | 203 | 187 | 220 |
Avg Bars in Losers | 115 | 115 | 115 | 115 | 115 | 115 |
Bars Traded | 14649 | 6936 | 7713 | 14649 | 6936 | 7713 |
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 | 422576 | 472868 | -311246 | -37104 | -39089 | -475285 |
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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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