Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396868.885 | 443782.6303 | -46913.7453 | -75093.7013 | 78592.9428 | -153686.6441 |
Total P&L (%) | 396.8689 | 443.7826 | -46.9137 | -75.0937 | 78.5929 | -153.6866 |
Avg Daily Profit (%) | 0.2056 | 0.2299 | -0.0243 | -0.072 | 0.03 | 0 |
Buy And Hold Return (%) | 15.0372 | 15.0372 | 15.0372 | 15.0372 | 15.0372 | 15.0372 |
Max Trade Drawdown | -239341 | -208141 | -121628 | -453595 | -364008 | -185926 |
Profit Factor | 1.2492 | 1.5603 | 0.9414 | 0.9479 | 1.104 | 0.7761 |
Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
Winning Trades | 181 | 85 | 96 | 181 | 85 | 96 |
Losing Trades | 190 | 101 | 89 | 190 | 101 | 89 |
Profitability (%) | 48.7871 | 45.6989 | 51.8919 | 48.7871 | 45.6989 | 51.8919 |
Ratio Avg Win / Avg Loss | 1.3113 | 1.8541 | 0.8728 | 0.9951 | 1.3118 | 0.7195 |
Largest Winning Trade | 340564 | 340564 | 40068 | 257169 | 257169 | 67331 |
Largest Losing Trade | -51380 | -37121 | -51380 | -153538 | -153538 | -56887 |
Avg Bars in Trades | 20 | 18 | 22 | 20 | 18 | 22 |
Avg Bars in Winners | 25 | 22 | 27 | 25 | 22 | 27 |
Avg Bars in Losers | 16 | 15 | 16 | 16 | 15 | 16 |
Bars Traded | 7622 | 3526 | 4096 | 7622 | 3526 | 4096 |
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 | 330760 | 348694 | -579841 | -579032 | -261076 | -579841 |
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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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