Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561903.877 | 578515.1043 | -16611.2274 | 55762.9339 | 743261.5777 | -687498.6438 |
Total P&L (%) | 561.9039 | 578.5151 | -16.6112 | 55.7629 | 743.2616 | -687.4986 |
Avg Daily Profit (%) | 0.3101 | 0.3192 | -0.0092 | 0.0245 | 0.1177 | 0 |
Buy And Hold Return (%) | 127.4164 | 127.4164 | 127.4164 | 127.4164 | 127.4164 | 127.4164 |
Max Trade Drawdown | -121700 | -74511 | -106691 | -605972 | -314517 | -684400 |
Profit Factor | 2.0043 | 3.3752 | 0.9474 | 1.0287 | 2.0253 | 0.434 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 44 | 45.9459 | 42.1053 | 44 | 45.9459 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.5509 | 3.9708 | 1.3027 | 1.3093 | 2.3827 | 0.5968 |
Largest Winning Trade | 265853 | 265853 | 61094 | 350914 | 350914 | 99716 |
Largest Losing Trade | -79971 | -56548 | -79971 | -334481 | -156813 | -334481 |
Avg Bars in Trades | 92 | 84 | 100 | 92 | 84 | 100 |
Avg Bars in Winners | 140 | 117 | 165 | 140 | 117 | 165 |
Avg Bars in Losers | 54 | 55 | 53 | 54 | 55 | 53 |
Bars Traded | 6930 | 3114 | 3817 | 6930 | 3114 | 3817 |
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 | -52681 | 439121 | -582168 | -578489 | -33930 | -583835 |
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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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