Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664256.2101 | 662961.8925 | 1294.3176 | 230936.8927 | 198688.7696 | 32248.1231 |
Total P&L (%) | 664.2562 | 662.9619 | 1.2943 | 230.9369 | 198.6888 | 32.2481 |
Avg Daily Profit (%) | 0.2657 | 0.2652 | 0.0005 | 0.0479 | 0.0438 | 0.0112 |
Buy And Hold Return (%) | 221.2886 | 221.2886 | 221.2886 | 221.2886 | 221.2886 | 221.2886 |
Max Trade Drawdown | -191415 | -149663 | -64045 | -645885 | -638902 | -130723 |
Profit Factor | 2.1832 | 2.6519 | 1.0081 | 1.1469 | 1.1665 | 1.085 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 53.1532 | 50.9091 | 55.3571 | 53.1532 | 50.9091 | 55.3571 |
Ratio Avg Win / Avg Loss | 1.9242 | 2.5572 | 0.813 | 1.0108 | 1.1249 | 0.875 |
Largest Winning Trade | 470574 | 470574 | 16385 | 257126 | 257126 | 74524 |
Largest Losing Trade | -59869 | -53125 | -59869 | -268838 | -268838 | -109579 |
Avg Bars in Trades | 126 | 230 | 25 | 126 | 230 | 25 |
Avg Bars in Winners | 109 | 200 | 26 | 109 | 200 | 26 |
Avg Bars in Losers | 146 | 260 | 23 | 146 | 260 | 23 |
Bars Traded | 14065 | 12658 | 1407 | 14065 | 12658 | 1407 |
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 | 372508 | -169398 | -750274 | -339419 | -517470 | -651408 |
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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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