Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234156.7684 | 261093.9753 | -26937.2068 | 108203.1901 | 882872.4185 | -774669.2285 |
Total P&L (%) | 234.1568 | 261.094 | -26.9372 | 108.2032 | 882.8724 | -774.6692 |
Avg Daily Profit (%) | 0.2658 | 0.2964 | -0.0306 | 0.0833 | 0.2597 | 0 |
Buy And Hold Return (%) | 353.6284 | 353.6284 | 353.6284 | 353.6284 | 353.6284 | 353.6284 |
Max Trade Drawdown | -122109 | -48507 | -115103 | -760237 | -262593 | -965402 |
Profit Factor | 1.5295 | 2.4358 | 0.8966 | 1.0457 | 2.0781 | 0.499 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 56.8182 | 54.5455 | 59.0909 | 56.8182 | 54.5455 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.1624 | 2.0298 | 0.6207 | 0.7948 | 1.7318 | 0.3455 |
Largest Winning Trade | 56088 | 56088 | 32879 | 251988 | 251988 | 175441 |
Largest Losing Trade | -61900 | -25664 | -61900 | -506108 | -184224 | -506108 |
Avg Bars in Trades | 27 | 29 | 24 | 27 | 29 | 24 |
Avg Bars in Winners | 27 | 28 | 25 | 27 | 28 | 25 |
Avg Bars in Losers | 26 | 30 | 22 | 26 | 30 | 22 |
Bars Traded | 2378 | 1306 | 1072 | 2378 | 1306 | 1072 |
Profit Streak | 35.8594 | 35.8594 | 65.8594 | 35.8594 | 35.8594 | 65.8594 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153273 | -151223 | -577879 | -416588 | 374027 | -577879 |
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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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