Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735998.7021 | 678311.0416 | 57687.6605 | 2336606.3295 | 4140851.5499 | -1804245.2205 |
Total P&L (%) | 735.9987 | 678.311 | 57.6877 | 2336.6063 | 4140.8516 | -1804.2452 |
Avg Daily Profit (%) | 0.2944 | 0.2713 | 0.0231 | 0.1278 | 0.15 | 0 |
Buy And Hold Return (%) | 838.8467 | 838.8467 | 838.8467 | 838.8467 | 838.8467 | 838.8467 |
Max Trade Drawdown | -94021 | -56412 | -100394 | -2721867 | -814538 | -3410931 |
Profit Factor | 2.4981 | 4.3341 | 1.2004 | 1.3393 | 2.8771 | 0.6145 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 52.5 | 50 | 55 | 52.5 | 50 | 55 |
Ratio Avg Win / Avg Loss | 2.2602 | 4.3341 | 0.9822 | 1.2117 | 2.8771 | 0.5028 |
Largest Winning Trade | 302272 | 302272 | 45758 | 2023155 | 2023155 | 627186 |
Largest Losing Trade | -75264 | -21433 | -75264 | -2529328 | -398190 | -2529328 |
Avg Bars in Trades | 90 | 87 | 92 | 90 | 87 | 92 |
Avg Bars in Winners | 112 | 109 | 115 | 112 | 109 | 115 |
Avg Bars in Losers | 65 | 65 | 64 | 65 | 65 | 64 |
Bars Traded | 7212 | 3514 | 3698 | 7212 | 3514 | 3698 |
Profit Streak | 0 | 175.9958 | 0 | 0 | 175.9958 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -175625 | -148826 | -329336 | -48431 | 456971 | -580101 |
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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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