Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590185.0794 | 592021.3296 | -1836.2502 | 375236.407 | 1071787.9727 | -696551.5657 |
Total P&L (%) | 590.1851 | 592.0213 | -1.8363 | 375.2364 | 1071.788 | -696.5516 |
Avg Daily Profit (%) | 0.3258 | 0.3268 | -0.001 | 0.0861 | 0.1359 | 0 |
Buy And Hold Return (%) | 230.4554 | 230.4554 | 230.4554 | 230.4554 | 230.4554 | 230.4554 |
Max Trade Drawdown | -130506 | -88199 | -91174 | -2033152 | -1038057 | -1177543 |
Profit Factor | 1.8236 | 2.6919 | 0.995 | 1.0783 | 1.4948 | 0.7349 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 43.4343 | 44.898 | 42 | 43.4343 | 44.898 | 42 |
Ratio Avg Win / Avg Loss | 2.375 | 3.3036 | 1.374 | 1.4043 | 1.8345 | 1.0148 |
Largest Winning Trade | 212075 | 212075 | 77987 | 1321314 | 1321314 | 651068 |
Largest Losing Trade | -36889 | -28415 | -36889 | -857904 | -406907 | -857904 |
Avg Bars in Trades | 70 | 68 | 71 | 70 | 68 | 71 |
Avg Bars in Winners | 105 | 108 | 102 | 105 | 108 | 102 |
Avg Bars in Losers | 42 | 36 | 49 | 42 | 36 | 49 |
Bars Traded | 6954 | 3365 | 3590 | 6954 | 3365 | 3590 |
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 | 244130 | 319479 | -762277 | -224119 | -12290 | -762277 |
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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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