Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895764.6081 | 730190.7654 | 165573.8427 | 5257660.3276 | 853894.5526 | 4403765.775 |
Total P&L (%) | 895.7646 | 730.1908 | 165.5738 | 5257.6603 | 853.8946 | 4403.7658 |
Avg Daily Profit (%) | 0.4301 | 0.3506 | 0.0795 | 0.1913 | 0.1083 | 0.183 |
Buy And Hold Return (%) | 115.1163 | 115.1163 | 115.1163 | 115.1163 | 115.1163 | 115.1163 |
Max Trade Drawdown | -78756 | -70329 | -104768 | -8035759 | -6963921 | -3568599 |
Profit Factor | 2.4002 | 3.2008 | 1.5377 | 1.1692 | 1.0501 | 1.3138 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 39.1667 | 33.3333 | 45 | 39.1667 | 33.3333 | 45 |
Ratio Avg Win / Avg Loss | 3.728 | 6.4015 | 1.8794 | 1.816 | 2.1002 | 1.6058 |
Largest Winning Trade | 314050 | 314050 | 61380 | 5471964 | 5471964 | 3121906 |
Largest Losing Trade | -38168 | -20419 | -38168 | -2348132 | -1856432 | -2348132 |
Avg Bars in Trades | 203 | 176 | 231 | 203 | 176 | 231 |
Avg Bars in Winners | 372 | 347 | 391 | 372 | 347 | 391 |
Avg Bars in Losers | 95 | 90 | 101 | 95 | 90 | 101 |
Bars Traded | 24479 | 10560 | 13919 | 24479 | 10560 | 13919 |
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 | 384556 | -160935 | -284707 | -29198 | -388156 | -161953 |
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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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