Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524033.2827 | 650103.1347 | -126069.852 | -90089.7258 | 62425.5798 | -152515.3056 |
Total P&L (%) | 524.0333 | 650.1031 | -126.0699 | -90.0897 | 62.4256 | -152.5153 |
Avg Daily Profit (%) | 0.2787 | 0.3458 | -0.0671 | -0.1229 | 0.0258 | 0 |
Buy And Hold Return (%) | 270.0429 | 270.0429 | 270.0429 | 270.0429 | 270.0429 | 270.0429 |
Max Trade Drawdown | -152475 | -64846 | -223527 | -149248 | -52182 | -155548 |
Profit Factor | 1.8375 | 3.7708 | 0.6777 | 0.7333 | 1.6182 | 0.3559 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 46.1538 | 41.3043 | 51.1111 | 46.1538 | 41.3043 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.1437 | 5.3585 | 0.6482 | 0.8555 | 2.2996 | 0.3404 |
Largest Winning Trade | 693479 | 693479 | 72002 | 116054 | 116054 | 23597 |
Largest Losing Trade | -87782 | -19221 | -87782 | -72355 | -25378 | -72355 |
Avg Bars in Trades | 39 | 31 | 47 | 39 | 31 | 47 |
Avg Bars in Winners | 58 | 42 | 72 | 58 | 42 | 72 |
Avg Bars in Losers | 22 | 23 | 20 | 22 | 23 | 20 |
Bars Traded | 3560 | 1437 | 2123 | 3560 | 1437 | 2123 |
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 | 131731 | 313076 | -580567 | -582030 | -324423 | -580567 |
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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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