Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563751.7178 | 524779.6071 | 38972.1107 | 281095.2722 | -32580.1077 | 313675.3799 |
Total P&L (%) | 563.7517 | 524.7796 | 38.9721 | 281.0953 | -32.5801 | 313.6754 |
Avg Daily Profit (%) | 0.3991 | 0.3715 | 0.0276 | 0.0948 | -0.0279 | 0.1006 |
Buy And Hold Return (%) | 43.0607 | 43.0607 | 43.0607 | 43.0607 | 43.0607 | 43.0607 |
Max Trade Drawdown | -110428 | -82233 | -60859 | -1014671 | -956409 | -197371 |
Profit Factor | 2.4355 | 3.1056 | 1.2716 | 1.1244 | 0.9805 | 1.5356 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 49.2754 | 50 | 48.5714 | 49.2754 | 50 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.5072 | 3.1056 | 1.3464 | 1.1574 | 0.9805 | 1.626 |
Largest Winning Trade | 303606 | 303606 | 45369 | 375129 | 375129 | 178624 |
Largest Losing Trade | -82233 | -82233 | -28195 | -956409 | -956409 | -147983 |
Avg Bars in Trades | 37 | 67 | 8 | 37 | 67 | 8 |
Avg Bars in Winners | 41 | 76 | 7 | 41 | 76 | 7 |
Avg Bars in Losers | 33 | 57 | 10 | 33 | 57 | 10 |
Bars Traded | 2581 | 2278 | 303 | 2581 | 2278 | 303 |
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 | -92179 | 555134 | -322173 | -257048 | -580795 | -56358 |
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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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