Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480955.967 | 576176.5471 | -95220.5801 | -49028.6738 | 537474.5675 | -586503.2413 |
Total P&L (%) | 480.956 | 576.1765 | -95.2206 | -49.0287 | 537.4746 | -586.5032 |
Avg Daily Profit (%) | 0.2653 | 0.3178 | -0.0525 | -0.0372 | 0.1022 | 0 |
Buy And Hold Return (%) | 171.3056 | 171.3056 | 171.3056 | 171.3056 | 171.3056 | 171.3056 |
Max Trade Drawdown | -128540 | -77057 | -161573 | -683041 | -339653 | -762638 |
Profit Factor | 1.5083 | 2.3755 | 0.8194 | 0.9823 | 1.4785 | 0.6438 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 46.3855 | 43.3735 | 49.3976 | 46.3855 | 43.3735 | 49.3976 |
Ratio Avg Win / Avg Loss | 1.7434 | 3.1013 | 0.8394 | 1.1354 | 1.9302 | 0.6595 |
Largest Winning Trade | 387696 | 387696 | 67726 | 370361 | 370361 | 277188 |
Largest Losing Trade | -59017 | -28616 | -59017 | -432860 | -121894 | -432860 |
Avg Bars in Trades | 42 | 42 | 42 | 42 | 42 | 42 |
Avg Bars in Winners | 55 | 58 | 52 | 55 | 58 | 52 |
Avg Bars in Losers | 31 | 30 | 32 | 31 | 30 | 32 |
Bars Traded | 7050 | 3542 | 3508 | 7050 | 3542 | 3508 |
Profit Streak | 0 | 32.5507 | 0 | 0 | 32.5507 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 245845 | 302874 | -581344 | -579647 | -59165 | -581344 |
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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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