Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707568.9604 | 662526.304 | 45042.6563 | 664504.2879 | 469079.8319 | 195424.456 |
Total P&L (%) | 707.569 | 662.5263 | 45.0427 | 664.5043 | 469.0798 | 195.4245 |
Avg Daily Profit (%) | 0.283 | 0.265 | 0.018 | 0.0814 | 0.0696 | 0.0433 |
Buy And Hold Return (%) | 123.6661 | 123.6661 | 123.6661 | 123.6661 | 123.6661 | 123.6661 |
Max Trade Drawdown | -150528 | -144288 | -31282 | -335049 | -329042 | -50575 |
Profit Factor | 1.8582 | 1.9989 | 1.2794 | 1.4639 | 1.399 | 1.7611 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 106 | 46 | 60 | 106 | 46 | 60 |
Losing Trades | 137 | 75 | 62 | 137 | 75 | 62 |
Profitability (%) | 43.6214 | 38.0165 | 49.1803 | 43.6214 | 38.0165 | 49.1803 |
Ratio Avg Win / Avg Loss | 2.4016 | 3.2591 | 1.322 | 1.8921 | 2.281 | 1.8198 |
Largest Winning Trade | 406718 | 406718 | 29978 | 359297 | 359297 | 40192 |
Largest Losing Trade | -36278 | -36278 | -11907 | -94564 | -94564 | -43214 |
Avg Bars in Trades | 20 | 38 | 2 | 20 | 38 | 2 |
Avg Bars in Winners | 28 | 62 | 2 | 28 | 62 | 2 |
Avg Bars in Losers | 14 | 23 | 2 | 14 | 23 | 2 |
Bars Traded | 4918 | 4649 | 269 | 4918 | 4649 | 269 |
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 | 377656 | 230521 | -334874 | -83681 | -105534 | -141640 |
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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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