Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312427.3629 | 302959.197 | 9468.1659 | 110803.5969 | 326705.7886 | -215902.1917 |
Total P&L (%) | 312.4274 | 302.9592 | 9.4682 | 110.8036 | 326.7058 | -215.9022 |
Avg Daily Profit (%) | 0.2213 | 0.2146 | 0.0067 | 0.0528 | 0.1028 | 0 |
Buy And Hold Return (%) | 89.2151 | 89.2151 | 89.2151 | 89.2151 | 89.2151 | 89.2151 |
Max Trade Drawdown | -130838 | -63482 | -129749 | -544372 | -191379 | -500034 |
Profit Factor | 1.62 | 2.1582 | 1.0391 | 1.0685 | 1.4196 | 0.7427 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 53.5211 | 50 | 57.1429 | 53.5211 | 50 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.4068 | 2.1582 | 0.7793 | 0.9279 | 1.4196 | 0.557 |
Largest Winning Trade | 175356 | 175356 | 51953 | 215373 | 215373 | 140400 |
Largest Losing Trade | -35438 | -32997 | -35438 | -157804 | -157804 | -146052 |
Avg Bars in Trades | 55 | 55 | 56 | 55 | 55 | 56 |
Avg Bars in Winners | 60 | 66 | 55 | 60 | 66 | 55 |
Avg Bars in Losers | 50 | 44 | 57 | 50 | 44 | 57 |
Bars Traded | 3967 | 1996 | 1971 | 3967 | 1996 | 1971 |
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 | -83449 | 327228 | -527943 | -450253 | -57436 | -579861 |
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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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