Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493126.1113 | 570818.1617 | -77692.0504 | -29290.1627 | 233533.7547 | -262823.9174 |
Total P&L (%) | 493.1261 | 570.8182 | -77.6921 | -29.2902 | 233.5338 | -262.8239 |
Avg Daily Profit (%) | 0.2661 | 0.3081 | -0.0419 | -0.0187 | 0.065 | 0 |
Buy And Hold Return (%) | 131.9106 | 131.9106 | 131.9106 | 131.9106 | 131.9106 | 131.9106 |
Max Trade Drawdown | -190505 | -75730 | -169029 | -299564 | -165357 | -269970 |
Profit Factor | 1.6114 | 2.7459 | 0.838 | 0.9757 | 1.4479 | 0.6155 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 40.2985 | 41.1765 | 39.3939 | 40.2985 | 41.1765 | 39.3939 |
Ratio Avg Win / Avg Loss | 2.3873 | 3.9228 | 1.2892 | 1.4455 | 2.0685 | 0.9469 |
Largest Winning Trade | 277579 | 277579 | 78641 | 216901 | 216901 | 102885 |
Largest Losing Trade | -62440 | -48278 | -62440 | -129547 | -129547 | -89395 |
Avg Bars in Trades | 53 | 51 | 54 | 53 | 51 | 54 |
Avg Bars in Winners | 90 | 82 | 99 | 90 | 82 | 99 |
Avg Bars in Losers | 27 | 29 | 26 | 27 | 29 | 26 |
Bars Traded | 3560 | 1748 | 1812 | 3560 | 1748 | 1812 |
Profit Streak | 0 | 0 | 45.3961 | 0 | 0 | 45.3961 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116268 | 317561 | -582704 | -704161 | -115871 | -584371 |
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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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