Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719060.7805 | 679875.9037 | 39184.8769 | 630195.0651 | 706306.918 | -76111.8529 |
Total P&L (%) | 719.0608 | 679.8759 | 39.1849 | 630.1951 | 706.3069 | -76.1119 |
Avg Daily Profit (%) | 0.3921 | 0.3708 | 0.0214 | 0.1085 | 0.1139 | -0.0781 |
Buy And Hold Return (%) | 183.6252 | 183.6252 | 183.6252 | 183.6252 | 183.6252 | 183.6252 |
Max Trade Drawdown | -95430 | -53721 | -64375 | -740554 | -417609 | -614833 |
Profit Factor | 2.4799 | 3.8202 | 1.1601 | 1.2043 | 1.4718 | 0.9521 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 40.9639 | 40.4762 | 41.4634 | 40.9639 | 40.4762 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.574 | 5.6179 | 1.6377 | 1.7355 | 2.1644 | 1.3441 |
Largest Winning Trade | 580376 | 580376 | 53623 | 376492 | 376492 | 329006 |
Largest Losing Trade | -35180 | -26173 | -35180 | -377744 | -270679 | -377744 |
Avg Bars in Trades | 126 | 131 | 121 | 126 | 131 | 121 |
Avg Bars in Winners | 224 | 225 | 223 | 224 | 225 | 223 |
Avg Bars in Losers | 58 | 68 | 48 | 58 | 68 | 48 |
Bars Traded | 10503 | 5537 | 4966 | 10503 | 5537 | 4966 |
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 | 263439 | 370081 | -376718 | -54654 | -44302 | -582395 |
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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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