Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458656.3912 | 447122.3031 | 11534.0881 | 70441.265 | -410197.6392 | 480638.9042 |
Total P&L (%) | 458.6564 | 447.1223 | 11.5341 | 70.4413 | -410.1976 | 480.6389 |
Avg Daily Profit (%) | 0.2405 | 0.2345 | 0.006 | 0.028 | 0 | 0.0923 |
Buy And Hold Return (%) | 11.7618 | 11.7618 | 11.7618 | 11.7618 | 11.7618 | 11.7618 |
Max Trade Drawdown | -216548 | -152910 | -154195 | -1634150 | -1763495 | -841318 |
Profit Factor | 1.6358 | 2.1421 | 1.035 | 1.0129 | 0.8773 | 1.2254 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 49.5575 | 49.1228 | 50 | 49.5575 | 49.1228 | 50 |
Ratio Avg Win / Avg Loss | 1.665 | 2.2187 | 1.035 | 1.031 | 0.9087 | 1.2254 |
Largest Winning Trade | 311522 | 311522 | 51929 | 559079 | 468539 | 559079 |
Largest Losing Trade | -39634 | -39634 | -31558 | -427772 | -427772 | -426416 |
Avg Bars in Trades | 31 | 27 | 36 | 31 | 27 | 36 |
Avg Bars in Winners | 37 | 32 | 42 | 37 | 32 | 42 |
Avg Bars in Losers | 25 | 21 | 29 | 25 | 21 | 29 |
Bars Traded | 3569 | 1548 | 2021 | 3569 | 1548 | 2021 |
Profit Streak | 0 | 0 | 46.0979 | 0 | 0 | 46.0979 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402944 | -168128 | -711654 | -362443 | -760896 | -249205 |
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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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