Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785727.3132 | 716458.2802 | 69269.0329 | 1746300.1026 | 1266566.6233 | 479733.4793 |
Total P&L (%) | 785.7273 | 716.4583 | 69.269 | 1746.3001 | 1266.5666 | 479.7335 |
Avg Daily Profit (%) | 0.4349 | 0.3966 | 0.0383 | 0.1615 | 0.1449 | 0.0973 |
Buy And Hold Return (%) | 261.8677 | 261.8677 | 261.8677 | 261.8677 | 261.8677 | 261.8677 |
Max Trade Drawdown | -145181 | -64141 | -99570 | -1644007 | -1072424 | -966761 |
Profit Factor | 2.0515 | 2.9369 | 1.1836 | 1.3463 | 1.5243 | 1.1826 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Profitability (%) | 47.8261 | 48.75 | 46.9136 | 47.8261 | 48.75 | 46.9136 |
Ratio Avg Win / Avg Loss | 2.238 | 3.0875 | 1.3393 | 1.4687 | 1.6025 | 1.3382 |
Largest Winning Trade | 308354 | 308354 | 77847 | 1014513 | 1014513 | 649111 |
Largest Losing Trade | -35169 | -32040 | -35169 | -814172 | -517656 | -814172 |
Avg Bars in Trades | 64 | 60 | 69 | 64 | 60 | 69 |
Avg Bars in Winners | 92 | 90 | 94 | 92 | 90 | 94 |
Avg Bars in Losers | 39 | 31 | 46 | 39 | 31 | 46 |
Bars Traded | 10426 | 4829 | 5598 | 10426 | 4829 | 5598 |
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 | 389981 | -7963 | -339219 | 282701 | -18107 | -103887 |
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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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