Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656973.7253 | 681662.7273 | -24689.002 | 308732.289 | 383789.5383 | -75057.2492 |
Total P&L (%) | 656.9737 | 681.6627 | -24.689 | 308.7323 | 383.7895 | -75.0572 |
Avg Daily Profit (%) | 0.3039 | 0.3153 | -0.0114 | 0.0651 | 0.073 | -0.0642 |
Buy And Hold Return (%) | 273.913 | 273.913 | 273.913 | 273.913 | 273.913 | 273.913 |
Max Trade Drawdown | -145348 | -85370 | -102328 | -630613 | -538057 | -260820 |
Profit Factor | 2.3348 | 3.8539 | 0.9025 | 1.2454 | 1.5276 | 0.8586 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 50.5618 | 51.1111 | 50 | 50.5618 | 51.1111 | 50 |
Ratio Avg Win / Avg Loss | 2.2829 | 3.6864 | 0.9025 | 1.2177 | 1.4612 | 0.8586 |
Largest Winning Trade | 404100 | 404100 | 79723 | 680812 | 680812 | 114366 |
Largest Losing Trade | -57686 | -33690 | -57686 | -128720 | -128720 | -85807 |
Avg Bars in Trades | 90 | 82 | 97 | 90 | 82 | 97 |
Avg Bars in Winners | 144 | 145 | 144 | 144 | 145 | 144 |
Avg Bars in Losers | 33 | 16 | 51 | 33 | 16 | 51 |
Bars Traded | 8010 | 3716 | 4293 | 8010 | 3716 | 4293 |
Profit Streak | 0 | 0 | 68.7244 | 0 | 0 | 68.7244 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340205 | 452032 | -579287 | -232110 | -134830 | -579287 |
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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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