Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549727.1099 | 575150.8578 | -25423.7478 | 233702.2032 | 445350.7354 | -211648.5322 |
Total P&L (%) | 549.7271 | 575.1509 | -25.4237 | 233.7022 | 445.3507 | -211.6485 |
Avg Daily Profit (%) | 0.3043 | 0.3184 | -0.0141 | 0.0667 | 0.0939 | 0 |
Buy And Hold Return (%) | 281.574 | 281.574 | 281.574 | 281.574 | 281.574 | 281.574 |
Max Trade Drawdown | -116926 | -85393 | -92318 | -449547 | -357853 | -305839 |
Profit Factor | 1.9415 | 3.0813 | 0.9173 | 1.1503 | 1.5713 | 0.7272 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 44.9275 | 50 | 40 | 44.9275 | 50 | 40 |
Ratio Avg Win / Avg Loss | 2.38 | 3.0813 | 1.376 | 1.41 | 1.5713 | 1.0907 |
Largest Winning Trade | 265905 | 265905 | 74715 | 344940 | 344940 | 170102 |
Largest Losing Trade | -37124 | -36490 | -37124 | -215591 | -215591 | -138305 |
Avg Bars in Trades | 153 | 145 | 161 | 153 | 145 | 161 |
Avg Bars in Winners | 247 | 223 | 275 | 247 | 223 | 275 |
Avg Bars in Losers | 77 | 66 | 86 | 77 | 66 | 86 |
Bars Traded | 10605 | 4937 | 5668 | 10605 | 4937 | 5668 |
Profit Streak | 0 | 117.2328 | 0 | 0 | 117.2328 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102840 | 333818 | -583009 | -433104 | -73434 | -583009 |
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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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