Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376523.7452 | 331802.8333 | 44720.9119 | 318495.1508 | 326299.3695 | -7804.2187 |
Total P&L (%) | 376.5237 | 331.8028 | 44.7209 | 318.4952 | 326.2994 | -7.8042 |
Avg Daily Profit (%) | 0.3615 | 0.3185 | 0.0429 | 0.1375 | 0.1393 | -0.0078 |
Buy And Hold Return (%) | 128.1614 | 128.1614 | 128.1614 | 128.1614 | 128.1614 | 128.1614 |
Max Trade Drawdown | -97784 | -75290 | -30801 | -476445 | -351326 | -169127 |
Profit Factor | 2.2406 | 2.4891 | 1.5543 | 1.2593 | 1.386 | 0.9796 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 57.1429 | 53.9683 | 60.3175 | 57.1429 | 53.9683 | 60.3175 |
Ratio Avg Win / Avg Loss | 1.6805 | 2.1231 | 1.0225 | 0.9445 | 1.1822 | 0.6445 |
Largest Winning Trade | 326535 | 326535 | 9676 | 483850 | 483850 | 47610 |
Largest Losing Trade | -36398 | -36398 | -17027 | -192157 | -192157 | -108339 |
Avg Bars in Trades | 188 | 343 | 33 | 188 | 343 | 33 |
Avg Bars in Winners | 202 | 390 | 34 | 202 | 390 | 34 |
Avg Bars in Losers | 170 | 289 | 31 | 170 | 289 | 31 |
Bars Traded | 23776 | 21664 | 2112 | 23776 | 21664 | 2112 |
Profit Streak | 0 | 92.4721 | 0 | 0 | 92.4721 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408936 | -134904 | -445046 | -13675 | -154792 | -726120 |
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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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