Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853277.9308 | 960088.8266 | -106810.8958 | 21627.5479 | 762273.7563 | -740646.2084 |
Total P&L (%) | 853.2779 | 960.0888 | -106.8109 | 21.6275 | 762.2738 | -740.6462 |
Avg Daily Profit (%) | 0.4684 | 0.5271 | -0.0586 | 0.0108 | 0.1183 | 0 |
Buy And Hold Return (%) | 612.5685 | 612.5685 | 612.5685 | 612.5685 | 612.5685 | 612.5685 |
Max Trade Drawdown | -126339 | -74765 | -159151 | -658907 | -297449 | -781460 |
Profit Factor | 1.8892 | 3.2942 | 0.8026 | 1.0086 | 1.7452 | 0.5008 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Losing Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Profitability (%) | 47.027 | 50 | 44.086 | 47.027 | 50 | 44.086 |
Ratio Avg Win / Avg Loss | 2.1281 | 3.2942 | 1.0179 | 1.1362 | 1.7452 | 0.6351 |
Largest Winning Trade | 585343 | 585343 | 76625 | 644956 | 644956 | 94388 |
Largest Losing Trade | -49451 | -42162 | -49451 | -228076 | -104902 | -228076 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 54 | 44 | 65 | 54 | 44 | 65 |
Avg Bars in Losers | 24 | 28 | 21 | 24 | 28 | 21 |
Bars Traded | 7157 | 3365 | 3792 | 7157 | 3365 | 3792 |
Profit Streak | 0 | 37.1187 | 0 | 0 | 37.1187 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29795 | 307968 | -581717 | -555473 | -119835 | -583383 |
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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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