Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1003722.2255 | 1109907.5374 | -106185.3119 | -98183.5546 | 38904.3733 | -137087.928 |
Total P&L (%) | 1003.7222 | 1109.9075 | -106.1853 | -98.1836 | 38.9044 | -137.0879 |
Avg Daily Profit (%) | 0.5619 | 0.6213 | -0.0594 | -0.2241 | 0.0184 | 0 |
Buy And Hold Return (%) | 317.7208 | 317.7208 | 317.7208 | 317.7208 | 317.7208 | 317.7208 |
Max Trade Drawdown | -131608 | -141121 | -246700 | -98353 | -17621 | -139583 |
Profit Factor | 1.9023 | 3.1332 | 0.8207 | 0.4837 | 2.0864 | 0.1119 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Losing Trades | 152 | 71 | 81 | 152 | 71 | 81 |
Profitability (%) | 44.5255 | 48.1752 | 40.8759 | 44.5255 | 48.1752 | 40.8759 |
Ratio Avg Win / Avg Loss | 2.37 | 3.3705 | 1.187 | 0.6027 | 2.2444 | 0.1619 |
Largest Winning Trade | 966859 | 966859 | 70287 | 49749 | 49749 | 3462 |
Largest Losing Trade | -99206 | -43480 | -99206 | -96790 | -9884 | -96790 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 27 | 20 | 35 | 27 | 20 | 35 |
Avg Bars in Losers | 12 | 14 | 11 | 12 | 14 | 11 |
Bars Traded | 5275 | 2383 | 2892 | 5275 | 2383 | 2892 |
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 | 408777 | 515895 | -582572 | -581195 | -330709 | -583961 |
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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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