Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392085.6989 | 367198.9791 | 24886.7198 | 68238.4555 | 326234.2538 | -257995.7982 |
Total P&L (%) | 392.0857 | 367.199 | 24.8867 | 68.2385 | 326.2343 | -257.9958 |
Avg Daily Profit (%) | 0.3177 | 0.2975 | 0.0202 | 0.0422 | 0.1175 | 0 |
Buy And Hold Return (%) | 11.1898 | 11.1898 | 11.1898 | 11.1898 | 11.1898 | 11.1898 |
Max Trade Drawdown | -131816 | -88746 | -105615 | -1416440 | -846053 | -736899 |
Profit Factor | 1.6213 | 2.2195 | 1.0754 | 1.0149 | 1.1528 | 0.8945 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 48 | 18 | 30 | 48 | 18 | 30 |
Losing Trades | 65 | 39 | 26 | 65 | 39 | 26 |
Profitability (%) | 42.4779 | 31.5789 | 53.5714 | 42.4779 | 31.5789 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.1956 | 4.809 | 0.932 | 1.3743 | 2.4978 | 0.7752 |
Largest Winning Trade | 303799 | 303799 | 34526 | 880571 | 880571 | 270352 |
Largest Losing Trade | -43071 | -22620 | -43071 | -327909 | -233903 | -327909 |
Avg Bars in Trades | 63 | 62 | 65 | 63 | 62 | 65 |
Avg Bars in Winners | 92 | 110 | 81 | 92 | 110 | 81 |
Avg Bars in Losers | 42 | 40 | 47 | 42 | 40 | 47 |
Bars Traded | 7229 | 3557 | 3672 | 7229 | 3557 | 3672 |
Profit Streak | 0 | 0 | 46.351 | 0 | 0 | 46.351 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326557 | -174818 | -489576 | -343962 | -274909 | -759812 |
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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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