Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478855.1031 | 560288.9783 | -81433.8752 | -5463.4742 | 40804.8081 | -46268.2823 |
Total P&L (%) | 478.8551 | 560.289 | -81.4339 | -5.4635 | 40.8048 | -46.2683 |
Avg Daily Profit (%) | 0.2593 | 0.3034 | -0.0441 | -0.003 | 0.0185 | -0.0336 |
Buy And Hold Return (%) | 89.8353 | 89.8353 | 89.8353 | 89.8353 | 89.8353 | 89.8353 |
Max Trade Drawdown | -125336 | -89512 | -255783 | -170198 | -70243 | -131582 |
Profit Factor | 1.3725 | 1.9642 | 0.8844 | 0.9927 | 1.1161 | 0.8833 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 119 | 67 | 52 | 119 | 67 | 52 |
Losing Trades | 120 | 53 | 67 | 120 | 53 | 67 |
Profitability (%) | 49.7908 | 55.8333 | 43.6975 | 49.7908 | 55.8333 | 43.6975 |
Ratio Avg Win / Avg Loss | 1.384 | 1.5537 | 1.1395 | 1.001 | 0.8829 | 1.138 |
Largest Winning Trade | 159954 | 159954 | 75832 | 45489 | 29271 | 45489 |
Largest Losing Trade | -44232 | -44232 | -34332 | -32024 | -24837 | -32024 |
Avg Bars in Trades | 45 | 50 | 41 | 45 | 50 | 41 |
Avg Bars in Winners | 56 | 52 | 61 | 56 | 52 | 61 |
Avg Bars in Losers | 35 | 47 | 25 | 35 | 47 | 25 |
Bars Traded | 10923 | 6006 | 4917 | 10923 | 6006 | 4917 |
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 | 313599 | 455934 | -581800 | -577942 | -427784 | -581800 |
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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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