Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718776.3489 | 672229.48 | 46546.869 | 1052135.4003 | 950259.2564 | 101876.1439 |
Total P&L (%) | 718.7763 | 672.2295 | 46.5469 | 1052.1354 | 950.2593 | 101.8761 |
Avg Daily Profit (%) | 0.2873 | 0.2687 | 0.0186 | 0.0978 | 0.0941 | 0.0281 |
Buy And Hold Return (%) | 271.5009 | 271.5009 | 271.5009 | 271.5009 | 271.5009 | 271.5009 |
Max Trade Drawdown | -105931 | -58097 | -71131 | -1234929 | -609128 | -738614 |
Profit Factor | 2.55 | 4.1367 | 1.1866 | 1.2964 | 1.549 | 1.056 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 47.1429 | 51.4286 | 42.8571 | 47.1429 | 51.4286 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.8591 | 3.9069 | 1.5822 | 1.4535 | 1.4629 | 1.408 |
Largest Winning Trade | 451512 | 451512 | 44642 | 879202 | 879202 | 369965 |
Largest Losing Trade | -64630 | -21182 | -64630 | -738614 | -307131 | -738614 |
Avg Bars in Trades | 69 | 65 | 72 | 69 | 65 | 72 |
Avg Bars in Winners | 102 | 94 | 112 | 102 | 94 | 112 |
Avg Bars in Losers | 39 | 35 | 42 | 39 | 35 | 42 |
Bars Traded | 4839 | 2304 | 2535 | 4839 | 2304 | 2535 |
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 | -89667 | 440888 | -350684 | -164207 | -67871 | -482849 |
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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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