Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703296.4493 | 669288.823 | 34007.6262 | 17152.109 | 302870.1215 | -285718.0125 |
Total P&L (%) | 703.2964 | 669.2888 | 34.0076 | 17.1521 | 302.8701 | -285.718 |
Avg Daily Profit (%) | 0.378 | 0.3598 | 0.0183 | 0.0085 | 0.0749 | 0 |
Buy And Hold Return (%) | 54.779 | 54.779 | 54.779 | 54.779 | 54.779 | 54.779 |
Max Trade Drawdown | -132899 | -70585 | -89763 | -973943 | -668776 | -369099 |
Profit Factor | 2.3042 | 3.9323 | 1.1093 | 1.0083 | 1.3197 | 0.7443 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 55.5556 | 54.4118 | 56.7164 | 55.5556 | 54.4118 | 56.7164 |
Ratio Avg Win / Avg Loss | 1.8433 | 3.2946 | 0.8466 | 0.8066 | 1.1057 | 0.568 |
Largest Winning Trade | 678542 | 678542 | 41849 | 908205 | 908205 | 159530 |
Largest Losing Trade | -77774 | -48333 | -77774 | -498042 | -498042 | -350751 |
Avg Bars in Trades | 38 | 32 | 45 | 38 | 32 | 45 |
Avg Bars in Winners | 47 | 36 | 58 | 47 | 36 | 58 |
Avg Bars in Losers | 27 | 27 | 28 | 27 | 27 | 28 |
Bars Traded | 5259 | 2198 | 3061 | 5259 | 2198 | 3061 |
Profit Streak | 0 | 0 | 40.4832 | 0 | 0 | 40.4832 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540881 | -92193 | -550952 | -559215 | -202283 | -695600 |
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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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