Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579712.9309 | 644287.9517 | -64575.0208 | -2883.736 | 312422.4166 | -315306.1525 |
Total P&L (%) | 579.7129 | 644.288 | -64.575 | -2.8837 | 312.4224 | -315.3062 |
Avg Daily Profit (%) | 0.3138 | 0.3488 | -0.035 | -0.0016 | 0.0767 | 0 |
Buy And Hold Return (%) | 145.6965 | 145.6965 | 145.6965 | 145.6965 | 145.6965 | 145.6965 |
Max Trade Drawdown | -115812 | -113323 | -107941 | -620807 | -413270 | -304288 |
Profit Factor | 1.9495 | 3.481 | 0.816 | 0.9984 | 1.4017 | 0.7013 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 34.3284 | 35.2941 | 33.3333 | 34.3284 | 35.2941 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.7295 | 6.3819 | 1.6319 | 1.91 | 2.5697 | 1.4026 |
Largest Winning Trade | 618930 | 618930 | 52590 | 618063 | 618063 | 183238 |
Largest Losing Trade | -41053 | -23559 | -41053 | -209687 | -157427 | -209687 |
Avg Bars in Trades | 156 | 147 | 165 | 156 | 147 | 165 |
Avg Bars in Winners | 298 | 269 | 329 | 298 | 269 | 329 |
Avg Bars in Losers | 82 | 81 | 84 | 82 | 81 | 84 |
Bars Traded | 10494 | 5023 | 5471 | 10494 | 5023 | 5471 |
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 | -116899 | 301840 | -584506 | -705372 | -100348 | -585617 |
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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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