Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560432.9843 | 556951.4745 | 3481.5098 | 429586.1012 | 811725.1909 | -382139.0897 |
Total P&L (%) | 560.433 | 556.9515 | 3.4815 | 429.5861 | 811.7252 | -382.1391 |
Avg Daily Profit (%) | 0.269 | 0.2673 | 0.0017 | 0.08 | 0.1061 | 0 |
Buy And Hold Return (%) | 219.1631 | 219.1631 | 219.1631 | 219.1631 | 219.1631 | 219.1631 |
Max Trade Drawdown | -105825 | -86481 | -119709 | -628107 | -334989 | -510194 |
Profit Factor | 1.481 | 2.0407 | 1.0055 | 1.1942 | 1.8118 | 0.6848 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Losing Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Profitability (%) | 49.5652 | 47.8261 | 51.3043 | 49.5652 | 47.8261 | 51.3043 |
Ratio Avg Win / Avg Loss | 1.507 | 2.2262 | 0.9544 | 1.2151 | 1.9765 | 0.65 |
Largest Winning Trade | 120327 | 120327 | 49278 | 460876 | 460876 | 89088 |
Largest Losing Trade | -40054 | -29740 | -40054 | -209151 | -113391 | -209151 |
Avg Bars in Trades | 107 | 86 | 128 | 107 | 86 | 128 |
Avg Bars in Winners | 128 | 90 | 162 | 128 | 90 | 162 |
Avg Bars in Losers | 87 | 82 | 92 | 87 | 82 | 92 |
Bars Traded | 24732 | 9953 | 14779 | 24732 | 9953 | 14779 |
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 | 304497 | 283656 | -572550 | -99123 | -51005 | -580857 |
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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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