Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596700.0514 | 732819.866 | -136119.8146 | -78119.4771 | 350445.9087 | -428565.3858 |
Total P&L (%) | 596.7001 | 732.8199 | -136.1198 | -78.1195 | 350.4459 | -428.5654 |
Avg Daily Profit (%) | 0.2684 | 0.3296 | -0.0612 | -0.0683 | 0.0677 | 0 |
Buy And Hold Return (%) | 303.5431 | 303.5431 | 303.5431 | 303.5431 | 303.5431 | 303.5431 |
Max Trade Drawdown | -272566 | -140298 | -361223 | -451198 | -144696 | -554995 |
Profit Factor | 1.4005 | 2.1621 | 0.8416 | 0.9421 | 1.6919 | 0.4921 |
Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Winning Trades | 164 | 86 | 78 | 164 | 86 | 78 |
Losing Trades | 173 | 82 | 91 | 173 | 82 | 91 |
Profitability (%) | 48.6647 | 51.1905 | 46.1538 | 48.6647 | 51.1905 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.4773 | 2.0615 | 0.9819 | 0.9939 | 1.6132 | 0.5742 |
Largest Winning Trade | 600794 | 600794 | 54905 | 199645 | 199645 | 87235 |
Largest Losing Trade | -65504 | -40112 | -65504 | -97153 | -83736 | -97153 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 30 | 29 | 32 | 30 | 29 | 32 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 8614 | 4250 | 4364 | 8614 | 4250 | 4364 |
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 | 134049 | 355947 | -581666 | -579257 | -216267 | -581666 |
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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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