Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286975.5521 | 280350.3693 | 6625.1828 | 112977.3535 | 53291.6781 | 59685.6753 |
Total P&L (%) | 286.9756 | 280.3504 | 6.6252 | 112.9774 | 53.2917 | 59.6857 |
Avg Daily Profit (%) | 0.2755 | 0.2691 | 0.0064 | 0.0726 | 0.041 | 0.0449 |
Buy And Hold Return (%) | 58.0412 | 58.0412 | 58.0412 | 58.0412 | 58.0412 | 58.0412 |
Max Trade Drawdown | -69264 | -81303 | -64463 | -199324 | -210789 | -54851 |
Profit Factor | 1.7335 | 2.0551 | 1.0528 | 1.1758 | 1.1084 | 1.3949 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 50.6667 | 51.3514 | 50 | 50.6667 | 51.3514 | 50 |
Ratio Avg Win / Avg Loss | 1.6879 | 1.947 | 1.0528 | 1.1449 | 1.0501 | 1.3949 |
Largest Winning Trade | 164664 | 164664 | 18657 | 208959 | 208959 | 61252 |
Largest Losing Trade | -45995 | -45995 | -33333 | -189642 | -189642 | -35040 |
Avg Bars in Trades | 311 | 570 | 58 | 311 | 570 | 58 |
Avg Bars in Winners | 278 | 475 | 82 | 278 | 475 | 82 |
Avg Bars in Losers | 344 | 670 | 35 | 344 | 670 | 35 |
Bars Traded | 23352 | 21114 | 2238 | 23352 | 21114 | 2238 |
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 | -51021 | 389341 | -512564 | -191587 | -404975 | -289167 |
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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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