Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1720382.3593 | 1713892.3796 | 6489.9797 | 373763.4266 | 371511.2604 | 2252.1662 |
Total P&L (%) | 1720.3824 | 1713.8924 | 6.49 | 373.7634 | 371.5113 | 2.2522 |
Avg Daily Profit (%) | 0.7261 | 0.7233 | 0.0027 | 0.0657 | 0.0655 | 0.0009 |
Buy And Hold Return (%) | 630.1956 | 630.1956 | 630.1956 | 630.1956 | 630.1956 | 630.1956 |
Max Trade Drawdown | -137814 | -94534 | -130617 | -960228 | -666335 | -522111 |
Profit Factor | 2.9946 | 4.864 | 1.0155 | 1.0867 | 1.1676 | 1.0011 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 51.5528 | 46.9136 | 56.25 | 51.5528 | 46.9136 | 56.25 |
Ratio Avg Win / Avg Loss | 2.8142 | 5.504 | 0.7898 | 1.0212 | 1.3213 | 0.7786 |
Largest Winning Trade | 1495764 | 1495764 | 48805 | 751795 | 751795 | 208609 |
Largest Losing Trade | -71740 | -55950 | -71740 | -391154 | -213603 | -391154 |
Avg Bars in Trades | 28 | 26 | 31 | 28 | 26 | 31 |
Avg Bars in Winners | 38 | 36 | 39 | 38 | 36 | 39 |
Avg Bars in Losers | 18 | 17 | 20 | 18 | 17 | 20 |
Bars Traded | 4630 | 2133 | 2497 | 4630 | 2133 | 2497 |
Profit Streak | 0 | 0 | 19.693 | 0 | 0 | 19.693 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 584095 | 142732 | -578178 | -394900 | -320300 | -596434 |
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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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