Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427153.5122 | 430982.5312 | -3829.019 | 202207.1429 | 229716.0731 | -27508.9302 |
Total P&L (%) | 427.1535 | 430.9825 | -3.829 | 202.2071 | 229.7161 | -27.5089 |
Avg Daily Profit (%) | 0.2297 | 0.2317 | -0.0021 | 0.0595 | 0.0642 | -0.0173 |
Buy And Hold Return (%) | 12.1195 | 12.1195 | 12.1195 | 12.1195 | 12.1195 | 12.1195 |
Max Trade Drawdown | -120659 | -87115 | -188523 | -393762 | -232086 | -289318 |
Profit Factor | 1.4099 | 2.1529 | 0.9943 | 1.0908 | 1.2767 | 0.9803 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 105 | 62 | 43 | 105 | 62 | 43 |
Losing Trades | 209 | 95 | 114 | 209 | 95 | 114 |
Profitability (%) | 33.4395 | 39.4904 | 27.3885 | 33.4395 | 39.4904 | 27.3885 |
Ratio Avg Win / Avg Loss | 2.8064 | 3.2988 | 2.636 | 2.1713 | 1.9562 | 2.5989 |
Largest Winning Trade | 269185 | 269185 | 64905 | 195386 | 181129 | 195386 |
Largest Losing Trade | -19788 | -15671 | -19788 | -54649 | -43285 | -54649 |
Avg Bars in Trades | 69 | 29 | 108 | 69 | 29 | 108 |
Avg Bars in Winners | 152 | 54 | 293 | 152 | 54 | 293 |
Avg Bars in Losers | 27 | 13 | 39 | 27 | 13 | 39 |
Bars Traded | 21705 | 4628 | 17078 | 21705 | 4628 | 17078 |
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 | 177955 | 304031 | -597020 | -237804 | -109741 | -597020 |
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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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