Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653868.2069 | 695158.2165 | -41290.0096 | 186384.9711 | 701881.2408 | -515496.2697 |
Total P&L (%) | 653.8682 | 695.1582 | -41.29 | 186.385 | 701.8812 | -515.4963 |
Avg Daily Profit (%) | 0.3013 | 0.3203 | -0.019 | 0.0485 | 0.096 | 0 |
Buy And Hold Return (%) | 238.2514 | 238.2514 | 238.2514 | 238.2514 | 238.2514 | 238.2514 |
Max Trade Drawdown | -106663 | -90414 | -115574 | -749997 | -551333 | -643645 |
Profit Factor | 2.1356 | 3.7268 | 0.8713 | 1.0756 | 1.6489 | 0.6273 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 44.6154 | 46.875 | 42.4242 | 44.6154 | 46.875 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.651 | 4.2237 | 1.1825 | 1.3353 | 1.8688 | 0.8513 |
Largest Winning Trade | 411998 | 411998 | 67535 | 594300 | 594300 | 245981 |
Largest Losing Trade | -39017 | -29717 | -39017 | -331254 | -208509 | -331254 |
Avg Bars in Trades | 98 | 117 | 80 | 98 | 117 | 80 |
Avg Bars in Winners | 145 | 162 | 127 | 145 | 162 | 127 |
Avg Bars in Losers | 60 | 76 | 45 | 60 | 76 | 45 |
Bars Traded | 6397 | 3744 | 2653 | 6397 | 3744 | 2653 |
Profit Streak | 30.717 | 0 | 79.0503 | 30.717 | 0 | 79.0503 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128204 | 413832 | -581118 | -569101 | -65719 | -582785 |
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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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