Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638039.6829 | 656066.9967 | -18027.3138 | 76769.0357 | 95354.8056 | -18585.7699 |
Total P&L (%) | 638.0397 | 656.067 | -18.0273 | 76.769 | 95.3548 | -18.5858 |
Avg Daily Profit (%) | 0.3427 | 0.3524 | -0.0097 | 0.0306 | 0.036 | -0.011 |
Buy And Hold Return (%) | 47.9487 | 47.9487 | 47.9487 | 47.9487 | 47.9487 | 47.9487 |
Max Trade Drawdown | -96509 | -64724 | -209903 | -187311 | -171942 | -126092 |
Profit Factor | 1.6937 | 2.7038 | 0.9663 | 1.0715 | 1.171 | 0.9639 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 48.4375 | 48.4375 | 48.4375 | 48.4375 | 48.4375 | 48.4375 |
Ratio Avg Win / Avg Loss | 1.803 | 2.8782 | 1.0286 | 1.1407 | 1.2465 | 1.0261 |
Largest Winning Trade | 329435 | 329435 | 76421 | 117792 | 103967 | 117792 |
Largest Losing Trade | -70293 | -35683 | -70293 | -113211 | -113211 | -81593 |
Avg Bars in Trades | 173 | 165 | 181 | 173 | 165 | 181 |
Avg Bars in Winners | 230 | 223 | 237 | 230 | 223 | 237 |
Avg Bars in Losers | 119 | 110 | 129 | 119 | 110 | 129 |
Bars Traded | 22202 | 10566 | 11636 | 22202 | 10566 | 11636 |
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 | 439146 | -125289 | -718899 | -303654 | -324047 | -718899 |
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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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