Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276121.8424 | 224468.6443 | 51653.1981 | 310771.3655 | 327955.1857 | -17183.8201 |
Total P&L (%) | 276.1218 | 224.4686 | 51.6532 | 310.7714 | 327.9552 | -17.1838 |
Avg Daily Profit (%) | 0.2651 | 0.2155 | 0.0496 | 0.1357 | 0.1397 | -0.0181 |
Buy And Hold Return (%) | 41.7486 | 41.7486 | 41.7486 | 41.7486 | 41.7486 | 41.7486 |
Max Trade Drawdown | -82779 | -73251 | -45871 | -487271 | -433461 | -279610 |
Profit Factor | 1.4471 | 1.6255 | 1.1996 | 1.1345 | 1.2456 | 0.9824 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 44.1718 | 40.7407 | 47.561 | 44.1718 | 40.7407 | 47.561 |
Ratio Avg Win / Avg Loss | 1.8289 | 2.3643 | 1.3226 | 1.4339 | 1.8118 | 1.0831 |
Largest Winning Trade | 85425 | 85425 | 29381 | 214038 | 214038 | 109862 |
Largest Losing Trade | -23025 | -23025 | -19589 | -126303 | -125641 | -126303 |
Avg Bars in Trades | 151 | 204 | 98 | 151 | 204 | 98 |
Avg Bars in Winners | 186 | 252 | 131 | 186 | 252 | 131 |
Avg Bars in Losers | 123 | 171 | 69 | 123 | 171 | 69 |
Bars Traded | 24677 | 16575 | 8102 | 24677 | 16575 | 8102 |
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 | 309633 | -5810 | -225025 | -85789 | -21281 | -584517 |
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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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