Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531279.4556 | 667101.3476 | -135821.8921 | -77727.59 | 119709.4219 | -197437.0119 |
Total P&L (%) | 531.2795 | 667.1013 | -135.8219 | -77.7276 | 119.7094 | -197.437 |
Avg Daily Profit (%) | 0.2886 | 0.3624 | -0.0738 | -0.0815 | 0.0428 | 0 |
Buy And Hold Return (%) | 180.2113 | 180.2113 | 180.2113 | 180.2113 | 180.2113 | 180.2113 |
Max Trade Drawdown | -280588 | -205191 | -119820 | -610687 | -472387 | -181436 |
Profit Factor | 1.5039 | 1.9819 | 0.6377 | 0.9452 | 1.1266 | 0.5818 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 105 | 48 | 57 | 105 | 48 | 57 |
Losing Trades | 113 | 61 | 52 | 113 | 61 | 52 |
Profitability (%) | 48.1651 | 44.0367 | 52.2936 | 48.1651 | 44.0367 | 52.2936 |
Ratio Avg Win / Avg Loss | 1.6185 | 2.5187 | 0.5818 | 1.0172 | 1.4318 | 0.5308 |
Largest Winning Trade | 689839 | 689839 | 18184 | 532668 | 532668 | 53210 |
Largest Losing Trade | -35567 | -35567 | -26833 | -164724 | -164724 | -70364 |
Avg Bars in Trades | 24 | 38 | 10 | 24 | 38 | 10 |
Avg Bars in Winners | 31 | 54 | 11 | 31 | 54 | 11 |
Avg Bars in Losers | 18 | 25 | 10 | 18 | 25 | 10 |
Bars Traded | 5352 | 4165 | 1187 | 5352 | 4165 | 1187 |
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 | 316224 | 292331 | -580467 | -578406 | -385369 | -580467 |
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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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