Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829506.9491 | 805313.694 | 24193.2552 | 737492.4325 | 710229.5891 | 27262.8434 |
Total P&L (%) | 829.5069 | 805.3137 | 24.1933 | 737.4924 | 710.2296 | 27.2628 |
Avg Daily Profit (%) | 0.4473 | 0.4343 | 0.013 | 0.1147 | 0.1129 | 0.013 |
Buy And Hold Return (%) | 128.2794 | 128.2794 | 128.2794 | 128.2794 | 128.2794 | 128.2794 |
Max Trade Drawdown | -117148 | -67355 | -86027 | -1360895 | -574446 | -950257 |
Profit Factor | 2.218 | 3.7609 | 1.0621 | 1.2212 | 1.4465 | 1.0156 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 37.0787 | 35.5556 | 38.6364 | 37.0787 | 35.5556 | 38.6364 |
Ratio Avg Win / Avg Loss | 3.7639 | 6.8166 | 1.6869 | 2.0723 | 2.6218 | 1.6131 |
Largest Winning Trade | 393918 | 393918 | 76876 | 508627 | 508627 | 441039 |
Largest Losing Trade | -49442 | -28220 | -49442 | -763108 | -180773 | -763108 |
Avg Bars in Trades | 245 | 230 | 260 | 245 | 230 | 260 |
Avg Bars in Winners | 457 | 427 | 486 | 457 | 427 | 486 |
Avg Bars in Losers | 120 | 122 | 117 | 120 | 122 | 117 |
Bars Traded | 21825 | 10384 | 11441 | 21825 | 10384 | 11441 |
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 | 332257 | 392167 | -496613 | -44404 | -46315 | -547830 |
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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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