Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2013211.0201 | 1962370.3732 | 50840.6469 | 618353.5991 | 1384044.4991 | -765690.9 |
Total P&L (%) | 2013.211 | 1962.3704 | 50.8406 | 618.3536 | 1384.0445 | -765.6909 |
Avg Daily Profit (%) | 0.9663 | 0.9419 | 0.0244 | 0.0947 | 0.1296 | 0 |
Buy And Hold Return (%) | 75.5137 | 75.5137 | 75.5137 | 75.5137 | 75.5137 | 75.5137 |
Max Trade Drawdown | -149023 | -121341 | -91715 | -2711141 | -2170489 | -1772650 |
Profit Factor | 3.0213 | 4.3681 | 1.123 | 1.045 | 1.1795 | 0.873 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 75 | 31 | 44 | 75 | 31 | 44 |
Losing Trades | 81 | 47 | 34 | 81 | 47 | 34 |
Profitability (%) | 48.0769 | 39.7436 | 56.4103 | 48.0769 | 39.7436 | 56.4103 |
Ratio Avg Win / Avg Loss | 3.263 | 6.6225 | 0.8678 | 1.1286 | 1.7883 | 0.6746 |
Largest Winning Trade | 1646750 | 1646750 | 81614 | 1584542 | 1584542 | 933660 |
Largest Losing Trade | -56627 | -56627 | -53651 | -1136149 | -585157 | -1136149 |
Avg Bars in Trades | 156 | 195 | 118 | 156 | 195 | 118 |
Avg Bars in Winners | 198 | 290 | 132 | 198 | 290 | 132 |
Avg Bars in Losers | 119 | 133 | 99 | 119 | 133 | 99 |
Bars Traded | 24489 | 15268 | 9221 | 24489 | 15268 | 9221 |
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 | 689437 | -17826 | -446297 | -237082 | -80071 | -614127 |
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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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