Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359320.5937 | 405608.4541 | -46287.8604 | -60347.3671 | 41732.7287 | -102080.0958 |
Total P&L (%) | 359.3206 | 405.6085 | -46.2879 | -60.3474 | 41.7327 | -102.0801 |
Avg Daily Profit (%) | 0.1877 | 0.2119 | -0.0242 | -0.0483 | 0.0182 | 0 |
Buy And Hold Return (%) | 51.6207 | 51.6207 | 51.6207 | 51.6207 | 51.6207 | 51.6207 |
Max Trade Drawdown | -144582 | -113950 | -132201 | -189463 | -169758 | -154162 |
Profit Factor | 1.3989 | 1.8745 | 0.8941 | 0.9414 | 1.0775 | 0.7924 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 50.3759 | 50.7463 | 50 | 50.3759 | 50.7463 | 50 |
Ratio Avg Win / Avg Loss | 1.378 | 1.8193 | 0.8941 | 0.9274 | 1.0458 | 0.7924 |
Largest Winning Trade | 324105 | 324105 | 41825 | 83465 | 83465 | 42946 |
Largest Losing Trade | -65431 | -41850 | -65431 | -76044 | -69857 | -76044 |
Avg Bars in Trades | 27 | 20 | 33 | 27 | 20 | 33 |
Avg Bars in Winners | 34 | 21 | 48 | 34 | 21 | 48 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 3598 | 1403 | 2195 | 3598 | 1403 | 2195 |
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 | 318857 | -105024 | -704958 | -580099 | -585835 | -704958 |
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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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