Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657120.0978 | 621999.7448 | 35120.353 | 972500.4872 | 961061.9448 | 11438.5424 |
Total P&L (%) | 657.1201 | 621.9997 | 35.1204 | 972.5005 | 961.0619 | 11.4385 |
Avg Daily Profit (%) | 0.2629 | 0.2489 | 0.0141 | 0.095 | 0.0946 | 0.0043 |
Buy And Hold Return (%) | 272.9847 | 272.9847 | 272.9847 | 272.9847 | 272.9847 | 272.9847 |
Max Trade Drawdown | -95523 | -53766 | -72862 | -916275 | -572063 | -499579 |
Profit Factor | 2.5088 | 4.9369 | 1.1265 | 1.2806 | 1.701 | 1.0055 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.9792 | 5.8625 | 1.3378 | 1.5208 | 2.02 | 1.194 |
Largest Winning Trade | 409644 | 409644 | 48121 | 844266 | 844266 | 380228 |
Largest Losing Trade | -48292 | -20346 | -48292 | -429844 | -270427 | -429844 |
Avg Bars in Trades | 206 | 193 | 218 | 206 | 193 | 218 |
Avg Bars in Winners | 335 | 303 | 366 | 335 | 303 | 366 |
Avg Bars in Losers | 97 | 101 | 94 | 97 | 101 | 94 |
Bars Traded | 14449 | 6785 | 7663 | 14449 | 6785 | 7663 |
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 | -91261 | 341848 | -422856 | -167728 | -67424 | -569000 |
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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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