Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1245625.5762 | 1226825.0263 | 18800.55 | 67020.4451 | 127805.3775 | -60784.9324 |
Total P&L (%) | 1245.6256 | 1226.825 | 18.8006 | 67.0204 | 127.8054 | -60.7849 |
Avg Daily Profit (%) | 0.6976 | 0.6871 | 0.0105 | 0.0287 | 0.0461 | -0.0524 |
Buy And Hold Return (%) | 204.4694 | 204.4694 | 204.4694 | 204.4694 | 204.4694 | 204.4694 |
Max Trade Drawdown | -129933 | -84040 | -226412 | -231154 | -216888 | -315544 |
Profit Factor | 2.4182 | 3.9921 | 1.0401 | 1.0478 | 1.1816 | 0.9131 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 91 | 40 | 51 | 91 | 40 | 51 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 56.875 | 50 | 63.75 | 56.875 | 50 | 63.75 |
Ratio Avg Win / Avg Loss | 1.8336 | 3.9921 | 0.5915 | 0.7945 | 1.1816 | 0.5192 |
Largest Winning Trade | 990415 | 990415 | 58149 | 164539 | 164539 | 67317 |
Largest Losing Trade | -87470 | -32966 | -87470 | -120650 | -82344 | -120650 |
Avg Bars in Trades | 21 | 18 | 24 | 21 | 18 | 24 |
Avg Bars in Winners | 26 | 23 | 28 | 26 | 23 | 28 |
Avg Bars in Losers | 15 | 14 | 18 | 15 | 14 | 18 |
Bars Traded | 3463 | 1502 | 1961 | 3463 | 1502 | 1961 |
Profit Streak | 0 | 0 | 46.0713 | 0 | 0 | 46.0713 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 658811 | -590 | -538275 | -487927 | -337090 | -596479 |
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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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