Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660651.6567 | 663654.4106 | -3002.7539 | -205744.4827 | 396613.9125 | -602358.3952 |
Total P&L (%) | 660.6517 | 663.6544 | -3.0028 | -205.7445 | 396.6139 | -602.3584 |
Avg Daily Profit (%) | 0.2643 | 0.2655 | -0.0012 | 0 | 0.0641 | 0 |
Buy And Hold Return (%) | 297.8059 | 297.8059 | 297.8059 | 297.8059 | 297.8059 | 297.8059 |
Max Trade Drawdown | -235331 | -89999 | -225050 | -703791 | -84932 | -714562 |
Profit Factor | 2.0792 | 3.6609 | 0.9917 | 0.7955 | 2.7619 | 0.2286 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 49 | 19 | 30 | 38 | 24 | 14 |
Losing Trades | 33 | 22 | 11 | 44 | 17 | 27 |
Profitability (%) | 59.7561 | 46.3415 | 73.1707 | 46.3415 | 58.5366 | 34.1463 |
Ratio Avg Win / Avg Loss | 1.4003 | 4.2389 | 0.3636 | 0.9211 | 1.9563 | 0.4408 |
Largest Winning Trade | 402850 | 402850 | 45460 | 315322 | 315322 | 49213 |
Largest Losing Trade | -113720 | -46434 | -113720 | -475259 | -78715 | -475259 |
Avg Bars in Trades | 57 | 67 | 48 | 57 | 67 | 48 |
Avg Bars in Winners | 56 | 66 | 51 | 56 | 70 | 32 |
Avg Bars in Losers | 59 | 68 | 40 | 59 | 63 | 56 |
Bars Traded | 4739 | 2767 | 1971 | 4739 | 2767 | 1971 |
Profit Streak | 0 | 0 | 323.2784 | 16.7784 | 67.2784 | 0 |
Trades During Streak | 0 | 0 | 4 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1239 | 311668 | -576372 | -590406 | -162888 | -586907 |
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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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