Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649191.1938 | 667832.9614 | -18641.7675 | 214321.618 | 564189.7696 | -349868.1516 |
Total P&L (%) | 649.1912 | 667.833 | -18.6418 | 214.3216 | 564.1898 | -349.8682 |
Avg Daily Profit (%) | 0.3574 | 0.3677 | -0.0103 | 0.0631 | 0.1043 | 0 |
Buy And Hold Return (%) | 227.6382 | 227.6382 | 227.6382 | 227.6382 | 227.6382 | 227.6382 |
Max Trade Drawdown | -137650 | -61996 | -139570 | -408467 | -291992 | -425261 |
Profit Factor | 1.9602 | 3.3476 | 0.9524 | 1.1211 | 1.7391 | 0.6523 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 43.1818 | 38.6364 | 47.7273 | 43.1818 | 38.6364 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.5792 | 5.3168 | 1.0431 | 1.4752 | 2.7621 | 0.7144 |
Largest Winning Trade | 315636 | 315636 | 72709 | 304614 | 304614 | 244924 |
Largest Losing Trade | -70700 | -30342 | -70700 | -236514 | -99487 | -236514 |
Avg Bars in Trades | 119 | 75 | 163 | 119 | 75 | 163 |
Avg Bars in Winners | 201 | 135 | 254 | 201 | 135 | 254 |
Avg Bars in Losers | 57 | 38 | 79 | 57 | 38 | 79 |
Bars Traded | 10525 | 3337 | 7188 | 10525 | 3337 | 7188 |
Profit Streak | 0 | 0 | 21.8709 | 0 | 0 | 21.8709 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 268099 | 300278 | -579387 | -364197 | -58090 | -581053 |
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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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