Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 759812.3214 | 767227.0512 | -7414.7298 | 268184.8458 | 971820.5558 | -703635.71 |
Total P&L (%) | 759.8123 | 767.2271 | -7.4147 | 268.1848 | 971.8206 | -703.6357 |
Avg Daily Profit (%) | 0.3345 | 0.3378 | -0.0033 | 0.0574 | 0.1045 | 0 |
Buy And Hold Return (%) | 161.9792 | 161.9792 | 161.9792 | 161.9792 | 161.9792 | 161.9792 |
Max Trade Drawdown | -161704 | -141169 | -175167 | -1605482 | -1123556 | -1281480 |
Profit Factor | 1.6512 | 2.2829 | 0.987 | 1.0421 | 1.2928 | 0.769 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 133 | 71 | 62 | 133 | 71 | 62 |
Profitability (%) | 40.8889 | 37.1681 | 44.6429 | 40.8889 | 37.1681 | 44.6429 |
Ratio Avg Win / Avg Loss | 2.3871 | 3.8592 | 1.2238 | 1.5066 | 2.1855 | 0.9535 |
Largest Winning Trade | 395389 | 395389 | 47023 | 1414389 | 1414389 | 246566 |
Largest Losing Trade | -48536 | -34546 | -48536 | -519437 | -519437 | -367486 |
Avg Bars in Trades | 59 | 56 | 61 | 59 | 56 | 61 |
Avg Bars in Winners | 94 | 89 | 99 | 94 | 89 | 99 |
Avg Bars in Losers | 34 | 37 | 30 | 34 | 37 | 30 |
Bars Traded | 13294 | 6419 | 6875 | 13294 | 6419 | 6875 |
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 | 300269 | 243013 | -581450 | -300882 | -57837 | -583117 |
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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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