Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908480.1945 | 1002422.5314 | -93942.3368 | -28276.8264 | 241875.3058 | -270152.1321 |
Total P&L (%) | 908.4802 | 1002.4225 | -93.9423 | -28.2768 | 241.8753 | -270.1521 |
Avg Daily Profit (%) | 0.4078 | 0.45 | -0.0422 | -0.0149 | 0.0552 | 0 |
Buy And Hold Return (%) | 374.7367 | 374.7367 | 374.7367 | 374.7367 | 374.7367 | 374.7367 |
Max Trade Drawdown | -133002 | -86390 | -248732 | -170702 | -118946 | -329303 |
Profit Factor | 1.6824 | 2.7 | 0.8733 | 0.979 | 1.4083 | 0.6424 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Losing Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Profitability (%) | 42.0168 | 42.0168 | 42.0168 | 42.0168 | 42.0168 | 42.0168 |
Ratio Avg Win / Avg Loss | 2.3217 | 3.7261 | 1.2052 | 1.351 | 1.9435 | 0.8865 |
Largest Winning Trade | 782326 | 782326 | 59088 | 185096 | 185096 | 67735 |
Largest Losing Trade | -75126 | -32263 | -75126 | -145822 | -48028 | -145822 |
Avg Bars in Trades | 54 | 54 | 55 | 54 | 54 | 55 |
Avg Bars in Winners | 73 | 73 | 74 | 73 | 73 | 74 |
Avg Bars in Losers | 41 | 40 | 41 | 41 | 40 | 41 |
Bars Traded | 13069 | 6481 | 6588 | 13069 | 6481 | 6588 |
Profit Streak | 0 | 0 | 10.5845 | 0 | 0 | 10.5845 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 254952 | 308987 | -581803 | -580970 | -286473 | -583470 |
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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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