Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643909.6511 | 667125.8012 | -23216.15 | 168960.857 | 533809.0935 | -364848.2365 |
Total P&L (%) | 643.9097 | 667.1258 | -23.2162 | 168.9609 | 533.8091 | -364.8482 |
Avg Daily Profit (%) | 0.3503 | 0.3629 | -0.0126 | 0.0538 | 0.1005 | 0 |
Buy And Hold Return (%) | 152.3002 | 152.3002 | 152.3002 | 152.3002 | 152.3002 | 152.3002 |
Max Trade Drawdown | -159527 | -73605 | -109988 | -1287888 | -550578 | -922109 |
Profit Factor | 2.0732 | 3.7073 | 0.9343 | 1.0522 | 1.4138 | 0.8128 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 34.0659 | 34.7826 | 33.3333 | 34.0659 | 34.7826 | 33.3333 |
Ratio Avg Win / Avg Loss | 4.0127 | 6.9512 | 1.8687 | 2.0364 | 2.6508 | 1.6256 |
Largest Winning Trade | 571535 | 571535 | 54217 | 536089 | 438916 | 536089 |
Largest Losing Trade | -40720 | -20410 | -40720 | -575595 | -171030 | -575595 |
Avg Bars in Trades | 76 | 72 | 81 | 76 | 72 | 81 |
Avg Bars in Winners | 166 | 157 | 175 | 166 | 157 | 175 |
Avg Bars in Losers | 30 | 27 | 34 | 30 | 27 | 34 |
Bars Traded | 6999 | 3337 | 3662 | 6999 | 3337 | 3662 |
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 | 190451 | 307753 | -584415 | -420756 | -65002 | -584415 |
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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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