Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592898.2445 | 605481.1261 | -12582.8816 | 38755.2066 | 616867.606 | -578112.3994 |
Total P&L (%) | 592.8982 | 605.4811 | -12.5829 | 38.7552 | 616.8676 | -578.1124 |
Avg Daily Profit (%) | 0.2846 | 0.2906 | -0.006 | 0.0157 | 0.0946 | 0 |
Buy And Hold Return (%) | 69.5161 | 69.5161 | 69.5161 | 69.5161 | 69.5161 | 69.5161 |
Max Trade Drawdown | -207246 | -117088 | -219090 | -615767 | -173036 | -758181 |
Profit Factor | 1.6534 | 2.3212 | 0.972 | 1.023 | 1.9937 | 0.4571 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 47.2603 | 46.5753 | 47.9452 | 47.2603 | 46.5753 | 47.9452 |
Ratio Avg Win / Avg Loss | 1.8451 | 2.6625 | 1.0553 | 1.1416 | 2.2869 | 0.4963 |
Largest Winning Trade | 289647 | 289647 | 57007 | 302346 | 302346 | 65482 |
Largest Losing Trade | -52387 | -52387 | -49666 | -327156 | -65415 | -327156 |
Avg Bars in Trades | 169 | 160 | 178 | 169 | 160 | 178 |
Avg Bars in Winners | 218 | 205 | 232 | 218 | 205 | 232 |
Avg Bars in Losers | 124 | 120 | 129 | 124 | 120 | 129 |
Bars Traded | 24732 | 11689 | 13043 | 24732 | 11689 | 13043 |
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 | 403666 | -60057 | -651868 | -533535 | -135770 | -653535 |
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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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