Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394100.3765 | 495822.0034 | -101721.6269 | -66882.6383 | 92853.0833 | -159735.7216 |
Total P&L (%) | 394.1004 | 495.822 | -101.7216 | -66.8826 | 92.8531 | -159.7357 |
Avg Daily Profit (%) | 0.2134 | 0.2685 | -0.0551 | -0.0598 | 0.0356 | 0 |
Buy And Hold Return (%) | 198.1845 | 198.1845 | 198.1845 | 198.1845 | 198.1845 | 198.1845 |
Max Trade Drawdown | -135059 | -78736 | -223265 | -129155 | -73802 | -153388 |
Profit Factor | 1.4649 | 2.7175 | 0.8181 | 0.8668 | 1.5711 | 0.5297 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 42.5 | 47.5 | 37.5 | 42.5 | 47.5 | 37.5 |
Ratio Avg Win / Avg Loss | 1.9819 | 3.0036 | 1.3634 | 1.1728 | 1.7365 | 0.8829 |
Largest Winning Trade | 167609 | 167609 | 72619 | 64972 | 64972 | 37875 |
Largest Losing Trade | -58448 | -50278 | -58448 | -60632 | -25870 | -60632 |
Avg Bars in Trades | 88 | 89 | 86 | 88 | 89 | 86 |
Avg Bars in Winners | 127 | 110 | 148 | 127 | 110 | 148 |
Avg Bars in Losers | 59 | 70 | 49 | 59 | 70 | 49 |
Bars Traded | 7061 | 3588 | 3473 | 7061 | 3588 | 3473 |
Profit Streak | 37.2391 | 0 | 43.4891 | 37.2391 | 0 | 43.4891 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23176 | 320171 | -583391 | -605261 | -309244 | -585057 |
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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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