Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1253924.6121 | 1291401.3603 | -37476.7482 | 214032.3687 | 488889.8325 | -274857.4638 |
Total P&L (%) | 1253.9246 | 1291.4014 | -37.4767 | 214.0324 | 488.8898 | -274.8575 |
Avg Daily Profit (%) | 0.5539 | 0.5705 | -0.0166 | 0.0506 | 0.0784 | 0 |
Buy And Hold Return (%) | 205.3648 | 205.3648 | 205.3648 | 205.3648 | 205.3648 | 205.3648 |
Max Trade Drawdown | -142714 | -61481 | -189489 | -363594 | -298163 | -503139 |
Profit Factor | 2.4611 | 4.4435 | 0.9224 | 1.0781 | 1.4136 | 0.8238 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 45.614 | 41.8605 | 49.4118 | 45.614 | 41.8605 | 49.4118 |
Ratio Avg Win / Avg Loss | 2.9344 | 6.1715 | 0.9444 | 1.2854 | 1.9634 | 0.8434 |
Largest Winning Trade | 1003137 | 1003137 | 58723 | 506958 | 506958 | 206643 |
Largest Losing Trade | -43202 | -38592 | -43202 | -214257 | -129505 | -214257 |
Avg Bars in Trades | 37 | 28 | 47 | 37 | 28 | 47 |
Avg Bars in Winners | 56 | 47 | 63 | 56 | 47 | 63 |
Avg Bars in Losers | 22 | 15 | 31 | 22 | 15 | 31 |
Bars Traded | 6495 | 2476 | 4019 | 6495 | 2476 | 4019 |
Profit Streak | 0 | 0 | 17.9787 | 0 | 0 | 17.9787 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516484 | 536581 | -580768 | -413502 | -94002 | -580768 |
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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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