Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629653.9556 | 467320.0465 | 162333.9091 | 1967737.8723 | 1855837.8825 | 111899.9897 |
Total P&L (%) | 629.654 | 467.32 | 162.3339 | 1967.7379 | 1855.8379 | 111.9 |
Avg Daily Profit (%) | 0.3485 | 0.2586 | 0.0898 | 0.1678 | 0.1647 | 0.0416 |
Buy And Hold Return (%) | 25.4291 | 25.4291 | 25.4291 | 25.4291 | 25.4291 | 25.4291 |
Max Trade Drawdown | -75474 | -47778 | -46761 | -1690233 | -1072729 | -959595 |
Profit Factor | 2.9579 | 3.9951 | 1.9805 | 1.549 | 2.1698 | 1.056 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 38.2022 | 34.0909 | 42.2222 | 38.2022 | 34.0909 | 42.2222 |
Ratio Avg Win / Avg Loss | 4.7848 | 7.7239 | 2.7101 | 2.5057 | 4.195 | 1.4451 |
Largest Winning Trade | 274556 | 274556 | 71529 | 1496984 | 1496984 | 657988 |
Largest Losing Trade | -40572 | -40572 | -16549 | -424850 | -424850 | -332489 |
Avg Bars in Trades | 36 | 29 | 43 | 36 | 29 | 43 |
Avg Bars in Winners | 72 | 64 | 78 | 72 | 64 | 78 |
Avg Bars in Losers | 14 | 11 | 17 | 14 | 11 | 17 |
Bars Traded | 3237 | 1297 | 1940 | 3237 | 1297 | 1940 |
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 | 381776 | 335862 | -72631 | 220623 | 216474 | -301123 |
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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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