Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760775.545 | 673042.6364 | 87732.9086 | 2391077.9413 | 1089586.0673 | 1301491.874 |
Total P&L (%) | 760.7755 | 673.0426 | 87.7329 | 2391.0779 | 1089.5861 | 1301.4919 |
Avg Daily Profit (%) | 0.421 | 0.3725 | 0.0486 | 0.1781 | 0.1371 | 0.1462 |
Buy And Hold Return (%) | 241.7214 | 241.7214 | 241.7214 | 241.7214 | 241.7214 | 241.7214 |
Max Trade Drawdown | -133082 | -86194 | -102281 | -1057865 | -1070961 | -733842 |
Profit Factor | 2.1453 | 2.8291 | 1.2961 | 1.4859 | 1.3996 | 1.5931 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 55.2381 | 53.8462 | 56.6038 | 55.2381 | 53.8462 | 56.6038 |
Ratio Avg Win / Avg Loss | 1.7384 | 2.4249 | 0.9937 | 1.2041 | 1.1996 | 1.2214 |
Largest Winning Trade | 241990 | 241990 | 71874 | 773063 | 773063 | 553468 |
Largest Losing Trade | -52921 | -52921 | -29311 | -532424 | -532424 | -520964 |
Avg Bars in Trades | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Winners | 42 | 41 | 43 | 42 | 41 | 43 |
Avg Bars in Losers | 21 | 19 | 24 | 21 | 19 | 24 |
Bars Traded | 3480 | 1635 | 1845 | 3480 | 1635 | 1845 |
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 | 431480 | -167947 | -474653 | 361027 | -190188 | -175841 |
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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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