Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287739.3618 | 337476.0454 | -49736.6836 | -49081.2508 | 493503.1814 | -542584.4322 |
Total P&L (%) | 287.7394 | 337.476 | -49.7367 | -49.0813 | 493.5032 | -542.5844 |
Avg Daily Profit (%) | 0.1498 | 0.1757 | -0.0259 | -0.0351 | 0.0928 | 0 |
Buy And Hold Return (%) | 15.6005 | 15.6005 | 15.6005 | 15.6005 | 15.6005 | 15.6005 |
Max Trade Drawdown | -204981 | -94959 | -173949 | -1496285 | -753753 | -1091174 |
Profit Factor | 1.2795 | 1.675 | 0.9061 | 0.9912 | 1.1617 | 0.7833 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Profitability (%) | 43.9306 | 45.3488 | 42.5287 | 43.9306 | 45.3488 | 42.5287 |
Ratio Avg Win / Avg Loss | 1.633 | 2.0186 | 1.2244 | 1.265 | 1.4 | 1.0585 |
Largest Winning Trade | 106588 | 106588 | 56768 | 385305 | 385305 | 201041 |
Largest Losing Trade | -50474 | -49561 | -50474 | -327005 | -327005 | -271819 |
Avg Bars in Trades | 44 | 37 | 50 | 44 | 37 | 50 |
Avg Bars in Winners | 52 | 36 | 69 | 52 | 36 | 69 |
Avg Bars in Losers | 37 | 37 | 37 | 37 | 37 | 37 |
Bars Traded | 7617 | 3185 | 4432 | 7617 | 3185 | 4432 |
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 | 235819 | 304327 | -582338 | -580565 | -113901 | -582338 |
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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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