Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641743.4376 | 711850.7145 | -70107.2769 | -76311.3229 | 150512.5748 | -226823.8977 |
Total P&L (%) | 641.7434 | 711.8507 | -70.1073 | -76.3113 | 150.5126 | -226.8239 |
Avg Daily Profit (%) | 0.3475 | 0.3855 | -0.038 | -0.078 | 0.0497 | 0 |
Buy And Hold Return (%) | 127.5574 | 127.5574 | 127.5574 | 127.5574 | 127.5574 | 127.5574 |
Max Trade Drawdown | -138254 | -67250 | -138271 | -247427 | -79343 | -238218 |
Profit Factor | 1.7734 | 3.6165 | 0.8743 | 0.9007 | 1.6299 | 0.572 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 54.8387 | 56.5217 | 53.1915 | 54.8387 | 56.5217 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.4605 | 2.7819 | 0.7694 | 0.7418 | 1.2538 | 0.5033 |
Largest Winning Trade | 449539 | 449539 | 75375 | 163719 | 163719 | 65136 |
Largest Losing Trade | -82590 | -38068 | -82590 | -158736 | -64902 | -158736 |
Avg Bars in Trades | 115 | 117 | 114 | 115 | 117 | 114 |
Avg Bars in Winners | 159 | 152 | 166 | 159 | 152 | 166 |
Avg Bars in Losers | 63 | 72 | 54 | 63 | 72 | 54 |
Bars Traded | 10782 | 5402 | 5380 | 10782 | 5402 | 5380 |
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 | 400077 | 589552 | -580283 | -579902 | -233374 | -580283 |
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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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