Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478963.3701 | 447859.1018 | 31104.2683 | -9077.3532 | 342087.8706 | -351165.2238 |
Total P&L (%) | 478.9634 | 447.8591 | 31.1043 | -9.0774 | 342.0879 | -351.1652 |
Avg Daily Profit (%) | 0.1915 | 0.1791 | 0.0124 | -0.0038 | 0.0594 | 0 |
Buy And Hold Return (%) | 18.8326 | 18.8326 | 18.8326 | 18.8326 | 18.8326 | 18.8326 |
Max Trade Drawdown | -116284 | -77130 | -151072 | -404597 | -208502 | -442933 |
Profit Factor | 1.3614 | 1.7627 | 1.0421 | 0.9966 | 1.279 | 0.7588 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 132 | 70 | 62 | 132 | 70 | 62 |
Losing Trades | 141 | 67 | 74 | 141 | 67 | 74 |
Profitability (%) | 48.3516 | 51.0949 | 45.5882 | 48.3516 | 51.0949 | 45.5882 |
Ratio Avg Win / Avg Loss | 1.4542 | 1.6871 | 1.2438 | 1.0646 | 1.2242 | 0.9057 |
Largest Winning Trade | 113246 | 113246 | 54556 | 172073 | 172073 | 78836 |
Largest Losing Trade | -89945 | -28501 | -89945 | -317379 | -86342 | -317379 |
Avg Bars in Trades | 35 | 27 | 44 | 35 | 27 | 44 |
Avg Bars in Winners | 39 | 26 | 55 | 39 | 26 | 55 |
Avg Bars in Losers | 32 | 28 | 35 | 32 | 28 | 35 |
Bars Traded | 9802 | 3726 | 6076 | 9802 | 3726 | 6076 |
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 | 316600 | 396470 | -361520 | -578324 | -113359 | -582687 |
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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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