Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509509.8201 | 555846.1388 | -46336.3187 | 773.2772 | 227030.129 | -226256.8518 |
Total P&L (%) | 509.5098 | 555.8461 | -46.3363 | 0.7733 | 227.0301 | -226.2569 |
Avg Daily Profit (%) | 0.2757 | 0.3007 | -0.0251 | 0.0004 | 0.0641 | 0 |
Buy And Hold Return (%) | 149.6656 | 149.6656 | 149.6656 | 149.6656 | 149.6656 | 149.6656 |
Max Trade Drawdown | -139908 | -60748 | -111792 | -337627 | -165505 | -269861 |
Profit Factor | 1.79 | 3.1692 | 0.8808 | 1.0008 | 1.5863 | 0.6361 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 47.191 | 46.6667 | 47.7273 | 47.191 | 46.6667 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.0031 | 3.6219 | 0.9647 | 1.1199 | 1.8129 | 0.6967 |
Largest Winning Trade | 394781 | 394781 | 73429 | 300100 | 300100 | 59612 |
Largest Losing Trade | -67058 | -33118 | -67058 | -151017 | -68140 | -151017 |
Avg Bars in Trades | 59 | 56 | 63 | 59 | 56 | 63 |
Avg Bars in Winners | 87 | 77 | 97 | 87 | 77 | 97 |
Avg Bars in Losers | 35 | 36 | 33 | 35 | 36 | 33 |
Bars Traded | 5335 | 2520 | 2815 | 5335 | 2520 | 2815 |
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 | 305023 | 404940 | -581603 | -578567 | -115700 | -581603 |
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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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