Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 976474.5532 | 858799.0794 | 117675.4738 | 3330193.321 | 2528030.7734 | 802162.5476 |
Total P&L (%) | 976.4746 | 858.7991 | 117.6755 | 3330.1933 | 2528.0308 | 802.1625 |
Avg Daily Profit (%) | 0.53 | 0.4661 | 0.0639 | 0.1921 | 0.1776 | 0.1195 |
Buy And Hold Return (%) | 198.4686 | 198.4686 | 198.4686 | 198.4686 | 198.4686 | 198.4686 |
Max Trade Drawdown | -70813 | -109945 | -45856 | -544658 | -469463 | -646467 |
Profit Factor | 2.9657 | 4.0014 | 1.5587 | 2.1495 | 2.6169 | 1.6015 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 55.5556 | 52.9412 | 58.209 | 55.5556 | 52.9412 | 58.209 |
Ratio Avg Win / Avg Loss | 2.3726 | 3.5568 | 1.1191 | 1.7196 | 2.3261 | 1.1498 |
Largest Winning Trade | 710488 | 710488 | 59270 | 1060756 | 1060756 | 1014137 |
Largest Losing Trade | -41065 | -41065 | -24302 | -366080 | -366080 | -338908 |
Avg Bars in Trades | 38 | 39 | 38 | 38 | 39 | 38 |
Avg Bars in Winners | 53 | 54 | 52 | 53 | 54 | 52 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 5240 | 2666 | 2574 | 5240 | 2666 | 2574 |
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 | 583045 | -93355 | -387371 | 472914 | -95962 | -148984 |
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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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