Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837878.6787 | 905861.3899 | -67982.7112 | -53223.8564 | -9642.9394 | -43580.917 |
Total P&L (%) | 837.8787 | 905.8614 | -67.9827 | -53.2239 | -9.6429 | -43.5809 |
Avg Daily Profit (%) | 0.4362 | 0.4716 | -0.0354 | -0.0395 | -0.0053 | -0.0298 |
Buy And Hold Return (%) | 32.9787 | 32.9787 | 32.9787 | 32.9787 | 32.9787 | 32.9787 |
Max Trade Drawdown | -285933 | -202838 | -156648 | -1886357 | -1506016 | -661402 |
Profit Factor | 2.3637 | 3.9668 | 0.7801 | 0.9858 | 0.9948 | 0.9768 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 33.3333 | 29.3103 | 37.2881 | 33.3333 | 29.3103 | 37.2881 |
Ratio Avg Win / Avg Loss | 4.7273 | 9.5669 | 1.3119 | 1.9715 | 2.3993 | 1.6428 |
Largest Winning Trade | 1062409 | 1062409 | 51249 | 1114948 | 1114948 | 467384 |
Largest Losing Trade | -36821 | -36821 | -33134 | -405152 | -241807 | -405152 |
Avg Bars in Trades | 63 | 56 | 70 | 63 | 56 | 70 |
Avg Bars in Winners | 112 | 100 | 121 | 112 | 100 | 121 |
Avg Bars in Losers | 38 | 37 | 40 | 38 | 37 | 40 |
Bars Traded | 7413 | 3253 | 4160 | 7413 | 3253 | 4160 |
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 | 301948 | -173754 | -761012 | -584171 | -769150 | -759901 |
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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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