Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1105534.2102 | 1115953.85 | -10419.6398 | 606592.9411 | 246792.4465 | 359800.4946 |
Total P&L (%) | 1105.5342 | 1115.9539 | -10.4196 | 606.5929 | 246.7924 | 359.8005 |
Avg Daily Profit (%) | 0.589 | 0.5945 | -0.0056 | 0.1042 | 0.0663 | 0.0813 |
Buy And Hold Return (%) | 309.2565 | 309.2565 | 309.2565 | 309.2565 | 309.2565 | 309.2565 |
Max Trade Drawdown | -136067 | -94845 | -169447 | -764741 | -485714 | -475790 |
Profit Factor | 2.2672 | 3.6571 | 0.977 | 1.1663 | 1.1294 | 1.2068 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 61 | 23 | 38 | 61 | 23 | 38 |
Losing Trades | 97 | 56 | 41 | 97 | 56 | 41 |
Profitability (%) | 38.6076 | 29.1139 | 48.1013 | 38.6076 | 29.1139 | 48.1013 |
Ratio Avg Win / Avg Loss | 3.6052 | 8.9043 | 1.0541 | 1.8546 | 2.7498 | 1.3021 |
Largest Winning Trade | 563229 | 563229 | 58069 | 708732 | 708732 | 480765 |
Largest Losing Trade | -46254 | -30333 | -46254 | -475060 | -149974 | -475060 |
Avg Bars in Trades | 35 | 31 | 38 | 35 | 31 | 38 |
Avg Bars in Winners | 56 | 52 | 58 | 56 | 52 | 58 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 5531 | 2474 | 3057 | 5531 | 2474 | 3057 |
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 | 341120 | -22991 | -606807 | -100646 | -385948 | -227501 |
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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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