Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438815.4671 | 385470.9534 | 53344.5138 | 285107.9877 | 494925.317 | -209817.3294 |
Total P&L (%) | 438.8155 | 385.471 | 53.3445 | 285.108 | 494.9253 | -209.8173 |
Avg Daily Profit (%) | 0.2345 | 0.206 | 0.0285 | 0.0721 | 0.0954 | 0 |
Buy And Hold Return (%) | 68.5714 | 68.5714 | 68.5714 | 68.5714 | 68.5714 | 68.5714 |
Max Trade Drawdown | -205580 | -144532 | -88918 | -555717 | -315408 | -342878 |
Profit Factor | 1.8738 | 2.7767 | 1.187 | 1.2405 | 2.0296 | 0.7023 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 53.6232 | 57.1429 | 50 | 53.6232 | 57.1429 | 50 |
Ratio Avg Win / Avg Loss | 1.6206 | 2.0825 | 1.187 | 1.0729 | 1.5222 | 0.7023 |
Largest Winning Trade | 219696 | 219696 | 44950 | 198880 | 198880 | 119198 |
Largest Losing Trade | -53556 | -53556 | -40931 | -162604 | -162604 | -108926 |
Avg Bars in Trades | 49 | 37 | 60 | 49 | 37 | 60 |
Avg Bars in Winners | 60 | 39 | 85 | 60 | 39 | 85 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 3385 | 1316 | 2069 | 3385 | 1316 | 2069 |
Profit Streak | 0 | 0 | 74.5728 | 0 | 0 | 74.5728 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94457 | 466881 | -334825 | -204575 | -60891 | -580237 |
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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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