Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1329485.2486 | 1396767.4722 | -67282.2235 | 74289.9581 | 385048.0632 | -310758.1052 |
Total P&L (%) | 1329.4852 | 1396.7675 | -67.2822 | 74.29 | 385.0481 | -310.7581 |
Avg Daily Profit (%) | 0.7338 | 0.7709 | -0.0371 | 0.0307 | 0.0872 | 0 |
Buy And Hold Return (%) | 567.2479 | 567.2479 | 567.2479 | 567.2479 | 567.2479 | 567.2479 |
Max Trade Drawdown | -179599 | -142320 | -83394 | -762381 | -743757 | -374513 |
Profit Factor | 2.4083 | 3.3763 | 0.8111 | 1.0197 | 1.1607 | 0.7755 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 98 | 44 | 54 | 98 | 44 | 54 |
Losing Trades | 137 | 73 | 64 | 137 | 73 | 64 |
Profitability (%) | 41.7021 | 37.6068 | 45.7627 | 41.7021 | 37.6068 | 45.7627 |
Ratio Avg Win / Avg Loss | 3.3667 | 5.6015 | 0.9613 | 1.4254 | 1.9257 | 0.9191 |
Largest Winning Trade | 747881 | 747881 | 62482 | 763902 | 763902 | 265765 |
Largest Losing Trade | -45315 | -45315 | -34165 | -285573 | -285573 | -117738 |
Avg Bars in Trades | 43 | 65 | 21 | 43 | 65 | 21 |
Avg Bars in Winners | 60 | 99 | 28 | 60 | 99 | 28 |
Avg Bars in Losers | 31 | 45 | 15 | 31 | 45 | 15 |
Bars Traded | 10206 | 7698 | 2508 | 10206 | 7698 | 2508 |
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 | 381371 | 378153 | -582388 | -518602 | -290029 | -582388 |
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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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