Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214717.0092 | 286851.2446 | -72134.2354 | -49608.7008 | 142659.7065 | -192268.4073 |
Total P&L (%) | 214.717 | 286.8512 | -72.1342 | -49.6087 | 142.6597 | -192.2684 |
Avg Daily Profit (%) | 0.1721 | 0.2299 | -0.0578 | -0.0549 | 0.0711 | 0 |
Buy And Hold Return (%) | 12.2749 | 12.2749 | 12.2749 | 12.2749 | 12.2749 | 12.2749 |
Max Trade Drawdown | -153963 | -101925 | -93983 | -444073 | -251922 | -262575 |
Profit Factor | 1.5123 | 1.9883 | 0.4402 | 0.9515 | 1.2055 | 0.4135 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45.9016 | 43.3333 | 48.3871 | 45.9016 | 43.3333 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.7824 | 2.6001 | 0.4695 | 1.1214 | 1.5764 | 0.441 |
Largest Winning Trade | 298283 | 298283 | 9344 | 338669 | 338669 | 42255 |
Largest Losing Trade | -38994 | -38994 | -31116 | -128257 | -122418 | -128257 |
Avg Bars in Trades | 59 | 115 | 5 | 59 | 115 | 5 |
Avg Bars in Winners | 56 | 116 | 4 | 56 | 116 | 4 |
Avg Bars in Losers | 61 | 113 | 5 | 61 | 113 | 5 |
Bars Traded | 3609 | 3452 | 157 | 3609 | 3452 | 157 |
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 | -157718 | 324513 | -581167 | -746704 | -100059 | -581167 |
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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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