Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1411987.8953 | 1376620.7304 | 35367.165 | 869337.8769 | 137653.7529 | 731684.1241 |
Total P&L (%) | 1411.9879 | 1376.6207 | 35.3672 | 869.3379 | 137.6538 | 731.6841 |
Avg Daily Profit (%) | 0.7487 | 0.7299 | 0.0188 | 0.1205 | 0.0459 | 0.1124 |
Buy And Hold Return (%) | 340.1213 | 340.1213 | 340.1213 | 340.1213 | 340.1213 | 340.1213 |
Max Trade Drawdown | -160733 | -55835 | -123916 | -1029143 | -674164 | -697854 |
Profit Factor | 3.3548 | 6.6195 | 1.0997 | 1.193 | 1.0669 | 1.299 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 48 | 42 | 54 | 48 | 42 | 54 |
Ratio Avg Win / Avg Loss | 3.6343 | 9.1412 | 0.9368 | 1.2924 | 1.4733 | 1.1065 |
Largest Winning Trade | 1008347 | 1008347 | 61545 | 591412 | 430697 | 591412 |
Largest Losing Trade | -60044 | -26626 | -60044 | -459564 | -459564 | -438197 |
Avg Bars in Trades | 36 | 32 | 40 | 36 | 32 | 40 |
Avg Bars in Winners | 49 | 43 | 54 | 49 | 43 | 54 |
Avg Bars in Losers | 23 | 24 | 23 | 23 | 24 | 23 |
Bars Traded | 3628 | 1617 | 2011 | 3628 | 1617 | 2011 |
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 | 595541 | -164251 | -625616 | -43988 | -627483 | -227890 |
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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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