Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790439.2652 | 689972.5563 | 100466.7088 | 4318020.2875 | 2142034.1267 | 2175986.1607 |
Total P&L (%) | 790.4393 | 689.9726 | 100.4667 | 4318.0203 | 2142.0341 | 2175.9862 |
Avg Daily Profit (%) | 0.3162 | 0.276 | 0.0402 | 0.1517 | 0.1245 | 0.1251 |
Buy And Hold Return (%) | 379.4663 | 379.4663 | 379.4663 | 379.4663 | 379.4663 | 379.4663 |
Max Trade Drawdown | -76298 | -57363 | -124679 | -1075782 | -1239999 | -782877 |
Profit Factor | 2.009 | 2.7796 | 1.2539 | 1.602 | 1.4802 | 1.8023 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 46.2069 | 43.8356 | 48.6111 | 46.2069 | 43.8356 | 48.6111 |
Ratio Avg Win / Avg Loss | 2.3388 | 3.5613 | 1.3256 | 1.865 | 1.8965 | 1.9053 |
Largest Winning Trade | 225565 | 225565 | 55461 | 1834585 | 1834585 | 1262225 |
Largest Losing Trade | -55194 | -28389 | -55194 | -764599 | -764599 | -528056 |
Avg Bars in Trades | 68 | 65 | 70 | 68 | 65 | 70 |
Avg Bars in Winners | 104 | 105 | 104 | 104 | 105 | 104 |
Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
Bars Traded | 9863 | 4789 | 5074 | 9863 | 4789 | 5074 |
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 | 195185 | -68463 | -385192 | 344354 | -99366 | -103024 |
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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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