Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1525468.015 | 1406221.224 | 119246.791 | 2240255.8306 | -98337.9616 | 2338593.7922 |
Total P&L (%) | 1525.468 | 1406.2212 | 119.2468 | 2240.2558 | -98.338 | 2338.5938 |
Avg Daily Profit (%) | 0.8213 | 0.7571 | 0.0642 | 0.1699 | -0.2203 | 0.1721 |
Buy And Hold Return (%) | 49.5028 | 49.5028 | 49.5028 | 49.5028 | 49.5028 | 49.5028 |
Max Trade Drawdown | -89467 | -88601 | -83397 | -4464374 | -4380913 | -2031264 |
Profit Factor | 2.9712 | 4.9876 | 1.2831 | 1.0831 | 0.9925 | 1.1688 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 102 | 44 | 58 | 102 | 44 | 58 |
Losing Trades | 148 | 81 | 67 | 148 | 81 | 67 |
Profitability (%) | 40.8 | 35.2 | 46.4 | 40.8 | 35.2 | 46.4 |
Ratio Avg Win / Avg Loss | 4.3111 | 9.1817 | 1.4822 | 1.5716 | 1.8271 | 1.3501 |
Largest Winning Trade | 1310730 | 1310730 | 64616 | 2856328 | 2856328 | 1494927 |
Largest Losing Trade | -28151 | -20404 | -28151 | -1622884 | -742048 | -1622884 |
Avg Bars in Trades | 86 | 72 | 101 | 86 | 72 | 101 |
Avg Bars in Winners | 151 | 137 | 161 | 151 | 137 | 161 |
Avg Bars in Losers | 42 | 36 | 49 | 42 | 36 | 49 |
Bars Traded | 21647 | 9006 | 12641 | 21647 | 9006 | 12641 |
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 | 597207 | 525855 | -113011 | -122459 | -583978 | -28710 |
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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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