Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658543.2853 | 682972.2741 | -24428.9888 | 40543.0794 | 1558804.0435 | -1518260.9642 |
Total P&L (%) | 658.5433 | 682.9723 | -24.429 | 40.5431 | 1558.804 | -1518.261 |
Avg Daily Profit (%) | 0.2626 | 0.2723 | -0.0097 | 0.0136 | 0.1121 | 0 |
Buy And Hold Return (%) | 324.1469 | 324.1469 | 324.1469 | 324.1469 | 324.1469 | 324.1469 |
Max Trade Drawdown | -183283 | -73562 | -131481 | -1525298 | -412525 | -1726013 |
Profit Factor | 1.943 | 3.7234 | 0.9454 | 1.0102 | 2.5828 | 0.4945 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 48.75 | 47.5 | 50 | 48.75 | 47.5 | 50 |
Ratio Avg Win / Avg Loss | 2.0426 | 4.1153 | 0.9454 | 1.062 | 2.8547 | 0.4945 |
Largest Winning Trade | 356094 | 356094 | 56007 | 465783 | 465783 | 257997 |
Largest Losing Trade | -86554 | -24005 | -86554 | -1395278 | -213317 | -1395278 |
Avg Bars in Trades | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Winners | 75 | 74 | 76 | 75 | 74 | 76 |
Avg Bars in Losers | 42 | 45 | 39 | 42 | 45 | 39 |
Bars Traded | 4684 | 2369 | 2315 | 4684 | 2369 | 2315 |
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 | -18679 | 302215 | -580749 | -574097 | -40509 | -580749 |
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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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