Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590491.3339 | 404765.7928 | 185725.5411 | 3504772.3142 | 3217820.552 | 286951.7623 |
Total P&L (%) | 590.4913 | 404.7658 | 185.7255 | 3504.7723 | 3217.8206 | 286.9518 |
Avg Daily Profit (%) | 0.2465 | 0.1689 | 0.0775 | 0.1497 | 0.1463 | 0.0565 |
Buy And Hold Return (%) | 289.3908 | 289.3908 | 289.3908 | 289.3908 | 289.3908 | 289.3908 |
Max Trade Drawdown | -76096 | -79133 | -94312 | -1039144 | -721043 | -1337075 |
Profit Factor | 1.9097 | 2.377 | 1.5229 | 1.462 | 2.0483 | 1.0635 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 47.2868 | 40.625 | 53.8462 | 47.2868 | 40.625 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.1288 | 3.4741 | 1.3054 | 1.6297 | 2.9936 | 0.9116 |
Largest Winning Trade | 95591 | 95591 | 53509 | 1296342 | 1296342 | 894995 |
Largest Losing Trade | -43326 | -20496 | -43326 | -589290 | -275893 | -589290 |
Avg Bars in Trades | 107 | 99 | 115 | 107 | 99 | 115 |
Avg Bars in Winners | 169 | 164 | 172 | 169 | 164 | 172 |
Avg Bars in Losers | 52 | 55 | 48 | 52 | 55 | 48 |
Bars Traded | 13884 | 6398 | 7486 | 13884 | 6398 | 7486 |
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 | 170226 | -172963 | -384959 | 314474 | -136569 | -566751 |
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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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