Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285945.4949 | 267438.4095 | 18507.0854 | 397864.8794 | 798740.3721 | -400875.4927 |
Total P&L (%) | 285.9455 | 267.4384 | 18.5071 | 397.8649 | 798.7404 | -400.8755 |
Avg Daily Profit (%) | 0.3219 | 0.3011 | 0.0208 | 0.1809 | 0.2475 | 0 |
Buy And Hold Return (%) | 238.4732 | 238.4732 | 238.4732 | 238.4732 | 238.4732 | 238.4732 |
Max Trade Drawdown | -87975 | -31369 | -83170 | -957176 | -378328 | -800037 |
Profit Factor | 1.8727 | 3.0885 | 1.0927 | 1.1709 | 1.9009 | 0.7219 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 56.6667 | 57.7778 | 55.5556 | 56.6667 | 57.7778 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.432 | 2.2569 | 0.8742 | 0.8954 | 1.3891 | 0.5775 |
Largest Winning Trade | 101968 | 101968 | 38869 | 582355 | 582355 | 407261 |
Largest Losing Trade | -42484 | -15215 | -42484 | -577780 | -134609 | -577780 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 37 | 33 | 41 | 37 | 33 | 41 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 2574 | 1212 | 1362 | 2574 | 1212 | 1362 |
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 | -91357 | -112252 | -450226 | -34473 | 341744 | -579991 |
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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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