Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340188.8787 | 274046.125 | 66142.7537 | 662463.1835 | 752293.8131 | -89830.6296 |
Total P&L (%) | 340.1889 | 274.0461 | 66.1428 | 662.4632 | 752.2938 | -89.8306 |
Avg Daily Profit (%) | 0.3266 | 0.2631 | 0.0635 | 0.1952 | 0.2059 | -0.2192 |
Buy And Hold Return (%) | 124.1432 | 124.1432 | 124.1432 | 124.1432 | 124.1432 | 124.1432 |
Max Trade Drawdown | -85619 | -52985 | -60312 | -1209655 | -714418 | -854831 |
Profit Factor | 1.7796 | 2.3037 | 1.2924 | 1.1424 | 1.3471 | 0.9639 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 49.2857 | 47.1429 | 51.4286 | 49.2857 | 47.1429 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.8312 | 2.583 | 1.2206 | 1.1755 | 1.5104 | 0.9103 |
Largest Winning Trade | 115111 | 115111 | 38683 | 698058 | 698058 | 346534 |
Largest Losing Trade | -18168 | -18168 | -16136 | -291828 | -272842 | -291828 |
Avg Bars in Trades | 173 | 165 | 181 | 173 | 165 | 181 |
Avg Bars in Winners | 243 | 229 | 256 | 243 | 229 | 256 |
Avg Bars in Losers | 105 | 109 | 101 | 105 | 109 | 101 |
Bars Traded | 24320 | 11617 | 12703 | 24320 | 11617 | 12703 |
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 | 317833 | -88528 | -367878 | -56957 | -86625 | -674773 |
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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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