Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1215757.3833 | 1085060.6353 | 130696.748 | 2916750.7903 | 169356.8152 | 2747393.9751 |
Total P&L (%) | 1215.7574 | 1085.0606 | 130.6967 | 2916.7508 | 169.3568 | 2747.394 |
Avg Daily Profit (%) | 0.5836 | 0.5208 | 0.0627 | 0.1637 | 0.0476 | 0.1609 |
Buy And Hold Return (%) | 92.9924 | 92.9924 | 92.9924 | 92.9924 | 92.9924 | 92.9924 |
Max Trade Drawdown | -166738 | -111110 | -202887 | -10904709 | -10094675 | -5486584 |
Profit Factor | 1.7846 | 2.347 | 1.1757 | 1.0672 | 1.0068 | 1.1492 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 140 | 65 | 75 | 140 | 65 | 75 |
Losing Trades | 180 | 95 | 85 | 180 | 95 | 85 |
Profitability (%) | 43.75 | 40.625 | 46.875 | 43.75 | 40.625 | 46.875 |
Ratio Avg Win / Avg Loss | 2.2945 | 3.4302 | 1.3324 | 1.3721 | 1.4714 | 1.3024 |
Largest Winning Trade | 668585 | 668585 | 58052 | 4420369 | 4420369 | 1635088 |
Largest Losing Trade | -35049 | -35049 | -26932 | -3952215 | -3952215 | -2230141 |
Avg Bars in Trades | 77 | 82 | 72 | 77 | 82 | 72 |
Avg Bars in Winners | 110 | 121 | 100 | 110 | 121 | 100 |
Avg Bars in Losers | 51 | 55 | 47 | 51 | 55 | 47 |
Bars Traded | 24748 | 13168 | 11580 | 24748 | 13168 | 11580 |
Profit Streak | 30.4533 | 30.4533 | 31.0366 | 30.4533 | 30.4533 | 31.0366 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 554644 | 447364 | -175997 | -138146 | -353347 | -48615 |
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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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