Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302559.5555 | 326914.4852 | -24354.9297 | 99972.9173 | 158475.6876 | -58502.7702 |
Total P&L (%) | 302.5596 | 326.9145 | -24.3549 | 99.9729 | 158.4757 | -58.5028 |
Avg Daily Profit (%) | 0.2143 | 0.2316 | -0.0173 | 0.0491 | 0.0673 | -0.0623 |
Buy And Hold Return (%) | 51.4844 | 51.4844 | 51.4844 | 51.4844 | 51.4844 | 51.4844 |
Max Trade Drawdown | -99224 | -107376 | -87158 | -120334 | -107496 | -111236 |
Profit Factor | 1.6767 | 2.4324 | 0.8887 | 1.2186 | 1.6826 | 0.7402 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 42.5287 | 40.9091 | 44.186 | 42.5287 | 40.9091 | 44.186 |
Ratio Avg Win / Avg Loss | 2.2658 | 3.5134 | 1.1226 | 1.6468 | 2.4304 | 0.9349 |
Largest Winning Trade | 144276 | 144276 | 62555 | 122347 | 122347 | 44582 |
Largest Losing Trade | -31426 | -30751 | -31426 | -42218 | -42218 | -41581 |
Avg Bars in Trades | 92 | 82 | 101 | 92 | 82 | 101 |
Avg Bars in Winners | 138 | 138 | 139 | 138 | 138 | 139 |
Avg Bars in Losers | 57 | 44 | 72 | 57 | 44 | 72 |
Bars Traded | 8016 | 3630 | 4385 | 8016 | 3630 | 4385 |
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 | 269915 | 310140 | -581321 | -136594 | -106423 | -582988 |
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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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