Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393709.4946 | 534297.1699 | -140587.6752 | -78560.2181 | 315136.9815 | -393697.1996 |
Total P&L (%) | 393.7095 | 534.2972 | -140.5877 | -78.5602 | 315.137 | -393.6972 |
Avg Daily Profit (%) | 0.2147 | 0.2914 | -0.0767 | -0.0839 | 0.0777 | 0 |
Buy And Hold Return (%) | 98.8671 | 98.8671 | 98.8671 | 98.8671 | 98.8671 | 98.8671 |
Max Trade Drawdown | -201611 | -140268 | -149732 | -608156 | -415976 | -395753 |
Profit Factor | 1.3768 | 2.0591 | 0.7399 | 0.9651 | 1.2879 | 0.659 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Losing Trades | 120 | 58 | 62 | 120 | 58 | 62 |
Profitability (%) | 40.2985 | 42.5743 | 38 | 40.2985 | 42.5743 | 38 |
Ratio Avg Win / Avg Loss | 2.0397 | 2.7774 | 1.2071 | 1.4297 | 1.7372 | 1.0753 |
Largest Winning Trade | 531182 | 531182 | 48028 | 470616 | 470616 | 137971 |
Largest Losing Trade | -41158 | -29374 | -41158 | -113050 | -104986 | -113050 |
Avg Bars in Trades | 35 | 33 | 36 | 35 | 33 | 36 |
Avg Bars in Winners | 52 | 47 | 57 | 52 | 47 | 57 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 7090 | 3411 | 3679 | 7090 | 3411 | 3679 |
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 | 160286 | 305866 | -584065 | -581831 | -94262 | -584065 |
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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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