Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1056416.4877 | 1063536.938 | -7120.4503 | 337780.4057 | 408907.5354 | -71127.1297 |
Total P&L (%) | 1056.4165 | 1063.5369 | -7.1205 | 337.7804 | 408.9075 | -71.1271 |
Avg Daily Profit (%) | 0.4205 | 0.4233 | -0.0028 | 0.0588 | 0.0648 | -0.0494 |
Buy And Hold Return (%) | 314.816 | 314.816 | 314.816 | 314.816 | 314.816 | 314.816 |
Max Trade Drawdown | -132903 | -73389 | -118192 | -328797 | -236338 | -215560 |
Profit Factor | 2.3013 | 3.4089 | 0.9808 | 1.1336 | 1.3002 | 0.939 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 44.0476 | 42.8571 | 45.2381 | 44.0476 | 42.8571 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.9233 | 4.5452 | 1.1872 | 1.44 | 1.7336 | 1.1367 |
Largest Winning Trade | 931532 | 931532 | 31429 | 388148 | 388148 | 127698 |
Largest Losing Trade | -32784 | -32784 | -31770 | -130623 | -130623 | -117768 |
Avg Bars in Trades | 59 | 86 | 31 | 59 | 86 | 31 |
Avg Bars in Winners | 90 | 151 | 32 | 90 | 151 | 32 |
Avg Bars in Losers | 34 | 38 | 29 | 34 | 38 | 29 |
Bars Traded | 9920 | 7296 | 2624 | 9920 | 7296 | 2624 |
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 | 362680 | 381020 | -581292 | -332502 | -181128 | -581292 |
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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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