Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641848.8529 | 631454.835 | 10394.0179 | -45923.9356 | 29938.9342 | -75862.8697 |
Total P&L (%) | 641.8489 | 631.4548 | 10.394 | -45.9239 | 29.9389 | -75.8629 |
Avg Daily Profit (%) | 0.3421 | 0.3366 | 0.0055 | -0.0328 | 0.014 | -0.0757 |
Buy And Hold Return (%) | 298.7639 | 298.7639 | 298.7639 | 298.7639 | 298.7639 | 298.7639 |
Max Trade Drawdown | -120878 | -92454 | -124906 | -170936 | -125320 | -121055 |
Profit Factor | 2.1637 | 3.5382 | 1.0343 | 0.9286 | 1.0918 | 0.7605 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 56.1644 | 55.5556 | 56.7568 | 56.1644 | 55.5556 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.6887 | 2.8305 | 0.7881 | 0.7247 | 0.8734 | 0.5794 |
Largest Winning Trade | 349279 | 349279 | 52049 | 83587 | 83587 | 43588 |
Largest Losing Trade | -96755 | -37858 | -96755 | -113221 | -57536 | -113221 |
Avg Bars in Trades | 46 | 50 | 43 | 46 | 50 | 43 |
Avg Bars in Winners | 55 | 52 | 57 | 55 | 52 | 57 |
Avg Bars in Losers | 36 | 46 | 25 | 36 | 46 | 25 |
Bars Traded | 3422 | 1802 | 1620 | 3422 | 1802 | 1620 |
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 | -67731 | 378517 | -534748 | -655978 | -460485 | -579896 |
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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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