Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652780.7189 | 638848.3069 | 13932.412 | 378265.1887 | 390677.9078 | -12412.7192 |
Total P&L (%) | 652.7807 | 638.8483 | 13.9324 | 378.2652 | 390.6779 | -12.4127 |
Avg Daily Profit (%) | 0.3587 | 0.3511 | 0.0077 | 0.086 | 0.0874 | -0.0073 |
Buy And Hold Return (%) | 250.0531 | 250.0531 | 250.0531 | 250.0531 | 250.0531 | 250.0531 |
Max Trade Drawdown | -115773 | -69662 | -88168 | -1099949 | -746121 | -470691 |
Profit Factor | 1.859 | 2.6571 | 1.0372 | 1.1139 | 1.2073 | 0.9914 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 47.619 | 42.8571 | 52.381 | 47.619 | 42.8571 | 52.381 |
Ratio Avg Win / Avg Loss | 2.0449 | 3.5428 | 0.9429 | 1.2252 | 1.6098 | 0.9012 |
Largest Winning Trade | 333151 | 333151 | 68454 | 365670 | 311974 | 365670 |
Largest Losing Trade | -66611 | -26912 | -66611 | -292421 | -239405 | -292421 |
Avg Bars in Trades | 56 | 44 | 68 | 56 | 44 | 68 |
Avg Bars in Winners | 73 | 58 | 86 | 73 | 58 | 86 |
Avg Bars in Losers | 40 | 34 | 48 | 40 | 34 | 48 |
Bars Traded | 7133 | 2811 | 4322 | 7133 | 2811 | 4322 |
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 | 319439 | -138845 | -676011 | -184097 | -235123 | -727149 |
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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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