Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406232.1357 | 419377.13 | -13144.9943 | 163186.6223 | 261781.551 | -98594.9287 |
Total P&L (%) | 406.2321 | 419.3771 | -13.145 | 163.1866 | 261.7816 | -98.5949 |
Avg Daily Profit (%) | 0.2876 | 0.2969 | -0.0093 | 0.0685 | 0.0911 | -0.3015 |
Buy And Hold Return (%) | 55.3667 | 55.3667 | 55.3667 | 55.3667 | 55.3667 | 55.3667 |
Max Trade Drawdown | -176433 | -98149 | -98931 | -496339 | -324561 | -239449 |
Profit Factor | 1.6305 | 2.2318 | 0.9567 | 1.11 | 1.3115 | 0.8468 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 40.5405 | 42.8571 | 38.1818 | 40.5405 | 42.8571 | 38.1818 |
Ratio Avg Win / Avg Loss | 2.3914 | 2.9757 | 1.549 | 1.628 | 1.7487 | 1.371 |
Largest Winning Trade | 148191 | 148191 | 62560 | 204419 | 204419 | 165013 |
Largest Losing Trade | -49717 | -49717 | -33298 | -189447 | -189447 | -87810 |
Avg Bars in Trades | 24 | 21 | 26 | 24 | 21 | 26 |
Avg Bars in Winners | 36 | 33 | 38 | 36 | 33 | 38 |
Avg Bars in Losers | 16 | 12 | 19 | 16 | 12 | 19 |
Bars Traded | 2677 | 1215 | 1462 | 2677 | 1215 | 1462 |
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 | 300638 | -169858 | -762373 | -206130 | -254235 | -763484 |
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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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