Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689161.0164 | 659239.2474 | 29921.7689 | 143160.5353 | 217130.2029 | -73969.6677 |
Total P&L (%) | 689.161 | 659.2392 | 29.9218 | 143.1605 | 217.1302 | -73.9697 |
Avg Daily Profit (%) | 0.3787 | 0.3622 | 0.0164 | 0.0488 | 0.0634 | -0.0739 |
Buy And Hold Return (%) | 121.8605 | 121.8605 | 121.8605 | 121.8605 | 121.8605 | 121.8605 |
Max Trade Drawdown | -146229 | -89349 | -92960 | -255484 | -179198 | -120426 |
Profit Factor | 1.873 | 2.6398 | 1.0772 | 1.1616 | 1.4995 | 0.8361 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 48.8 | 45.1613 | 52.381 | 48.8 | 45.1613 | 52.381 |
Ratio Avg Win / Avg Loss | 1.9651 | 3.2055 | 0.9793 | 1.2187 | 1.8208 | 0.7601 |
Largest Winning Trade | 351144 | 351144 | 66726 | 240893 | 240893 | 56192 |
Largest Losing Trade | -50408 | -50408 | -41957 | -62417 | -62417 | -56379 |
Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Winners | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Losers | 21 | 25 | 17 | 21 | 25 | 17 |
Bars Traded | 3318 | 1720 | 1598 | 3318 | 1720 | 1598 |
Profit Streak | 0 | 106.3278 | 0 | 0 | 106.3278 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445177 | -140954 | -619995 | -281739 | -268509 | -726871 |
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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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