Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631174.4929 | 570858.5993 | 60315.8936 | 820982.9252 | 568615.4836 | 252367.4416 |
Total P&L (%) | 631.1745 | 570.8586 | 60.3159 | 820.9829 | 568.6155 | 252.3674 |
Avg Daily Profit (%) | 0.343 | 0.3102 | 0.0328 | 0.1207 | 0.1033 | 0.0685 |
Buy And Hold Return (%) | 117.0746 | 117.0746 | 117.0746 | 117.0746 | 117.0746 | 117.0746 |
Max Trade Drawdown | -128504 | -111434 | -102676 | -148770 | -136091 | -69105 |
Profit Factor | 2.1222 | 3.5047 | 1.1803 | 2.534 | 3.4096 | 1.8434 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 55.9211 | 55.2632 | 56.5789 | 55.9211 | 55.2632 | 56.5789 |
Ratio Avg Win / Avg Loss | 1.6728 | 2.8372 | 0.9058 | 1.9973 | 2.7602 | 1.4147 |
Largest Winning Trade | 388690 | 388690 | 59105 | 219808 | 219808 | 114444 |
Largest Losing Trade | -67342 | -31165 | -67342 | -50463 | -50463 | -39433 |
Avg Bars in Trades | 46 | 55 | 36 | 46 | 55 | 36 |
Avg Bars in Winners | 60 | 75 | 45 | 60 | 75 | 45 |
Avg Bars in Losers | 28 | 31 | 25 | 28 | 31 | 25 |
Bars Traded | 7037 | 4241 | 2796 | 7037 | 4241 | 2796 |
Profit Streak | 0 | 0 | 190.7095 | 0 | 0 | 190.7095 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496350 | -34263 | -385624 | -25030 | -98091 | -151873 |
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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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