Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3179271.0869 | 3332207.2937 | -152936.2068 | -88307.535 | -985.9922 | -87321.5428 |
Total P&L (%) | 3179.2711 | 3332.2073 | -152.9362 | -88.3075 | -0.986 | -87.3215 |
Avg Daily Profit (%) | 1.4339 | 1.5029 | -0.069 | -0.0968 | -0.0004 | -0.0931 |
Buy And Hold Return (%) | 113.3096 | 113.3096 | 113.3096 | 113.3096 | 113.3096 | 113.3096 |
Max Trade Drawdown | -218148 | -156490 | -205438 | -232493 | -123951 | -139419 |
Profit Factor | 4.4989 | 8.4224 | 0.6673 | 0.822 | 0.9961 | 0.6446 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 40 | 41.5385 | 38.4615 | 40 | 41.5385 | 38.4615 |
Ratio Avg Win / Avg Loss | 6.7484 | 11.8538 | 1.0677 | 1.233 | 1.4019 | 1.0313 |
Largest Winning Trade | 3570242 | 3570242 | 43176 | 160997 | 160997 | 71460 |
Largest Losing Trade | -54794 | -52731 | -54794 | -52731 | -52731 | -26732 |
Avg Bars in Trades | 66 | 62 | 69 | 66 | 62 | 69 |
Avg Bars in Winners | 110 | 102 | 119 | 110 | 102 | 119 |
Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
Bars Traded | 8625 | 4085 | 4540 | 8625 | 4085 | 4540 |
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 | 633578 | -112944 | -715556 | -582655 | -714360 | -715556 |
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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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