Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201895.1592 | 215114.4596 | -13219.3005 | 46170.1034 | 77366.6974 | -31196.5941 |
Total P&L (%) | 201.8952 | 215.1145 | -13.2193 | 46.1701 | 77.3667 | -31.1966 |
Avg Daily Profit (%) | 0.1938 | 0.2065 | -0.0127 | 0.0364 | 0.055 | -0.0359 |
Buy And Hold Return (%) | 60.0149 | 60.0149 | 60.0149 | 60.0149 | 60.0149 | 60.0149 |
Max Trade Drawdown | -56605 | -54777 | -23012 | -152543 | -145927 | -45022 |
Profit Factor | 1.6792 | 1.8953 | 0.7681 | 1.0752 | 1.1523 | 0.7044 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 60.3175 | 61.2903 | 59.375 | 60.3175 | 61.2903 | 59.375 |
Ratio Avg Win / Avg Loss | 1.1047 | 1.197 | 0.5255 | 0.7074 | 0.7277 | 0.482 |
Largest Winning Trade | 163574 | 163574 | 6638 | 138086 | 138086 | 11322 |
Largest Losing Trade | -49723 | -49723 | -14592 | -145927 | -145927 | -32469 |
Avg Bars in Trades | 382 | 758 | 18 | 382 | 758 | 18 |
Avg Bars in Winners | 305 | 594 | 16 | 305 | 594 | 16 |
Avg Bars in Losers | 499 | 1016 | 22 | 499 | 1016 | 22 |
Bars Traded | 24102 | 23499 | 603 | 24102 | 23499 | 603 |
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 | -142811 | 323844 | -579317 | -599087 | -248556 | -579317 |
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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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