Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543676.3062 | 601294.3287 | -57618.0225 | -45775.4539 | 972254.5483 | -1018030.0021 |
Total P&L (%) | 543.6763 | 601.2943 | -57.618 | -45.7755 | 972.2545 | -1018.03 |
Avg Daily Profit (%) | 0.336 | 0.3716 | -0.0356 | -0.0378 | 0.1467 | 0 |
Buy And Hold Return (%) | 22.4258 | 22.4258 | 22.4258 | 22.4258 | 22.4258 | 22.4258 |
Max Trade Drawdown | -184782 | -202970 | -76206 | -3866720 | -2564790 | -1367244 |
Profit Factor | 1.5552 | 1.8073 | 0.7541 | 0.9935 | 1.1925 | 0.4821 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 46.8421 | 44.2105 | 49.4737 | 46.8421 | 44.2105 | 49.4737 |
Ratio Avg Win / Avg Loss | 1.7649 | 2.2806 | 0.7702 | 1.1274 | 1.5048 | 0.4923 |
Largest Winning Trade | 235962 | 235962 | 16674 | 2252872 | 2252872 | 220424 |
Largest Losing Trade | -71081 | -71081 | -38537 | -1617275 | -1617275 | -886603 |
Avg Bars in Trades | 100 | 187 | 13 | 100 | 187 | 13 |
Avg Bars in Winners | 107 | 213 | 13 | 107 | 213 | 13 |
Avg Bars in Losers | 94 | 167 | 14 | 94 | 167 | 14 |
Bars Traded | 19134 | 17824 | 1310 | 19134 | 17824 | 1310 |
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 | 421986 | 373711 | -581005 | -579344 | -7005 | -581005 |
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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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