Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771598.0797 | 808469.3079 | -36871.2282 | 22498.4445 | 66076.9821 | -43578.5377 |
Total P&L (%) | 771.5981 | 808.4693 | -36.8712 | 22.4984 | 66.077 | -43.5785 |
Avg Daily Profit (%) | 0.4176 | 0.4376 | -0.02 | 0.011 | 0.0275 | -0.031 |
Buy And Hold Return (%) | 73.9322 | 73.9322 | 73.9322 | 73.9322 | 73.9322 | 73.9322 |
Max Trade Drawdown | -156271 | -149404 | -50647 | -505136 | -487583 | -66256 |
Profit Factor | 2.1682 | 2.5487 | 0.7338 | 1.0172 | 1.0616 | 0.8153 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Profitability (%) | 35.8779 | 36.9231 | 34.8485 | 35.8779 | 36.9231 | 34.8485 |
Ratio Avg Win / Avg Loss | 3.875 | 4.3541 | 1.3718 | 1.8179 | 1.8135 | 1.5242 |
Largest Winning Trade | 767121 | 767121 | 13459 | 499647 | 499647 | 58701 |
Largest Losing Trade | -50444 | -50444 | -8518 | -148528 | -148528 | -43563 |
Avg Bars in Trades | 163 | 314 | 14 | 163 | 314 | 14 |
Avg Bars in Winners | 191 | 356 | 20 | 191 | 356 | 20 |
Avg Bars in Losers | 147 | 289 | 11 | 147 | 289 | 11 |
Bars Traded | 21418 | 20432 | 986 | 21418 | 20432 | 986 |
Profit Streak | 0 | 95.6297 | 0 | 0 | 95.6297 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319594 | -121556 | -709183 | -549596 | -610150 | -708072 |
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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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