Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559090.6245 | 510846.0874 | 48244.5371 | 217988.594 | 348883.9558 | -130895.3619 |
Total P&L (%) | 559.0906 | 510.8461 | 48.2445 | 217.9886 | 348.884 | -130.8954 |
Avg Daily Profit (%) | 0.2911 | 0.266 | 0.0251 | 0.0603 | 0.0782 | 0 |
Buy And Hold Return (%) | 49.8944 | 49.8944 | 49.8944 | 49.8944 | 49.8944 | 49.8944 |
Max Trade Drawdown | -158893 | -134591 | -76357 | -1002716 | -797261 | -499450 |
Profit Factor | 1.6411 | 2.1814 | 1.1097 | 1.0531 | 1.1764 | 0.9385 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 40.5594 | 33.8028 | 47.2222 | 40.5594 | 33.8028 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.405 | 4.2719 | 1.2403 | 1.5433 | 2.3037 | 1.0489 |
Largest Winning Trade | 339165 | 339165 | 51643 | 499019 | 499019 | 389131 |
Largest Losing Trade | -29107 | -28638 | -29107 | -205660 | -170660 | -205660 |
Avg Bars in Trades | 158 | 163 | 152 | 158 | 163 | 152 |
Avg Bars in Winners | 244 | 285 | 215 | 244 | 285 | 215 |
Avg Bars in Losers | 98 | 100 | 96 | 98 | 100 | 96 |
Bars Traded | 22596 | 11583 | 11013 | 22596 | 11583 | 11013 |
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 | 310732 | -80504 | -505463 | -278662 | -207189 | -659649 |
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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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