Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1676184.059 | 1732319.8638 | -56135.8048 | 126557.4971 | -366002.5981 | 492560.0953 |
Total P&L (%) | 1676.1841 | 1732.3199 | -56.1358 | 126.5575 | -366.0026 | 492.5601 |
Avg Daily Profit (%) | 0.9392 | 0.9707 | -0.0315 | 0.0458 | 0 | 0.0997 |
Buy And Hold Return (%) | 393.1573 | 393.1573 | 393.1573 | 393.1573 | 393.1573 | 393.1573 |
Max Trade Drawdown | -116398 | -126876 | -195581 | -554498 | -924058 | -272964 |
Profit Factor | 2.8105 | 4.8861 | 0.8831 | 1.0383 | 0.8164 | 1.376 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Profitability (%) | 31.5476 | 29.7619 | 33.3333 | 31.5476 | 29.7619 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.0982 | 11.5312 | 1.7661 | 2.2529 | 1.9267 | 2.7521 |
Largest Winning Trade | 1609753 | 1609753 | 52661 | 358378 | 358378 | 258087 |
Largest Losing Trade | -60478 | -34109 | -60478 | -166288 | -166288 | -93139 |
Avg Bars in Trades | 125 | 110 | 140 | 125 | 110 | 140 |
Avg Bars in Winners | 285 | 264 | 303 | 285 | 264 | 303 |
Avg Bars in Losers | 52 | 45 | 59 | 52 | 45 | 59 |
Bars Traded | 21102 | 9285 | 11816 | 21102 | 9285 | 11816 |
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 | 373215 | 360282 | -584811 | -481040 | -587156 | -152079 |
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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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