Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335451.6122 | 394739.7096 | -59288.0974 | -30587.7179 | 207578.3057 | -238166.0236 |
Total P&L (%) | 335.4516 | 394.7397 | -59.2881 | -30.5877 | 207.5783 | -238.166 |
Avg Daily Profit (%) | 0.2686 | 0.316 | -0.0475 | -0.0292 | 0.09 | 0 |
Buy And Hold Return (%) | 17.6558 | 17.6558 | 17.6558 | 17.6558 | 17.6558 | 17.6558 |
Max Trade Drawdown | -184842 | -116728 | -127377 | -1060465 | -601874 | -497597 |
Profit Factor | 1.5652 | 2.239 | 0.7843 | 0.9896 | 1.1346 | 0.8288 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 38.3562 | 38.8889 | 37.8378 | 38.3562 | 38.8889 | 37.8378 |
Ratio Avg Win / Avg Loss | 2.5155 | 3.5184 | 1.2885 | 1.5904 | 1.7829 | 1.3615 |
Largest Winning Trade | 362659 | 362659 | 38676 | 595270 | 595270 | 216689 |
Largest Losing Trade | -36373 | -29760 | -36373 | -238090 | -205156 | -238090 |
Avg Bars in Trades | 66 | 74 | 58 | 66 | 74 | 58 |
Avg Bars in Winners | 84 | 94 | 75 | 84 | 94 | 75 |
Avg Bars in Losers | 54 | 61 | 47 | 54 | 61 | 47 |
Bars Traded | 4818 | 2665 | 2153 | 4818 | 2665 | 2153 |
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 | -69782 | 307843 | -583835 | -658805 | -148514 | -583835 |
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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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