Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483577.3043 | 607203.7576 | -123626.4532 | -64629.3594 | 237489.1894 | -302118.5488 |
Total P&L (%) | 483.5773 | 607.2038 | -123.6265 | -64.6294 | 237.4892 | -302.1185 |
Avg Daily Profit (%) | 0.1929 | 0.2423 | -0.0493 | -0.0415 | 0.0485 | 0 |
Buy And Hold Return (%) | 360.202 | 360.202 | 360.202 | 360.202 | 360.202 | 360.202 |
Max Trade Drawdown | -213951 | -116759 | -188103 | -344418 | -143006 | -355883 |
Profit Factor | 1.8093 | 4.3486 | 0.703 | 0.919 | 2.1557 | 0.49 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Losing Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Profitability (%) | 54.0541 | 62.1622 | 45.9459 | 54.0541 | 62.1622 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.5379 | 2.647 | 0.827 | 0.7811 | 1.3121 | 0.5764 |
Largest Winning Trade | 590660 | 590660 | 34822 | 308378 | 308378 | 69928 |
Largest Losing Trade | -54166 | -41160 | -54166 | -194486 | -75305 | -194486 |
Avg Bars in Trades | 63 | 67 | 59 | 63 | 67 | 59 |
Avg Bars in Winners | 62 | 69 | 53 | 62 | 69 | 53 |
Avg Bars in Losers | 64 | 63 | 64 | 64 | 63 | 64 |
Bars Traded | 4688 | 2495 | 2193 | 4688 | 2495 | 2193 |
Profit Streak | 0 | 212.2729 | 0 | 0 | 212.2729 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116198 | 348223 | -582349 | -648752 | -287933 | -582349 |
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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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