Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657030.6166 | 642886.9119 | 14143.7047 | 490877.0155 | 546285.7349 | -55408.7194 |
Total P&L (%) | 657.0306 | 642.8869 | 14.1437 | 490.877 | 546.2857 | -55.4087 |
Avg Daily Profit (%) | 0.3558 | 0.3482 | 0.0077 | 0.0963 | 0.1011 | -0.0437 |
Buy And Hold Return (%) | 122.6969 | 122.6969 | 122.6969 | 122.6969 | 122.6969 | 122.6969 |
Max Trade Drawdown | -116592 | -99402 | -115040 | -648434 | -476800 | -376366 |
Profit Factor | 2.0827 | 3.5046 | 1.0404 | 1.192 | 1.4624 | 0.9597 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 43.9252 | 40.7407 | 47.1698 | 43.9252 | 40.7407 | 47.1698 |
Ratio Avg Win / Avg Loss | 2.6588 | 5.0977 | 1.1652 | 1.5217 | 2.1271 | 1.0749 |
Largest Winning Trade | 416155 | 416155 | 75287 | 380902 | 380902 | 226225 |
Largest Losing Trade | -40651 | -24470 | -40651 | -170567 | -170567 | -164211 |
Avg Bars in Trades | 67 | 58 | 76 | 67 | 58 | 76 |
Avg Bars in Winners | 114 | 103 | 124 | 114 | 103 | 124 |
Avg Bars in Losers | 30 | 27 | 33 | 30 | 27 | 33 |
Bars Traded | 7212 | 3162 | 4050 | 7212 | 3162 | 4050 |
Profit Streak | 0 | 0 | 76.2986 | 0 | 0 | 76.2986 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365576 | -168827 | -704199 | -76987 | -240864 | -758847 |
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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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