Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833332.5118 | 923855.3386 | -90522.8268 | -28909.4321 | 495353.679 | -524263.1111 |
Total P&L (%) | 833.3325 | 923.8553 | -90.5228 | -28.9094 | 495.3537 | -524.2631 |
Avg Daily Profit (%) | 0.442 | 0.49 | -0.048 | -0.0181 | 0.0947 | 0 |
Buy And Hold Return (%) | 258.8477 | 258.8477 | 258.8477 | 258.8477 | 258.8477 | 258.8477 |
Max Trade Drawdown | -170122 | -143814 | -86845 | -955679 | -763586 | -539567 |
Profit Factor | 2.5492 | 3.6691 | 0.528 | 0.9872 | 1.3885 | 0.4695 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Profitability (%) | 31.8681 | 35.5556 | 28.2609 | 31.8681 | 35.5556 | 28.2609 |
Ratio Avg Win / Avg Loss | 5.45 | 6.6502 | 1.3403 | 2.1106 | 2.5166 | 1.1919 |
Largest Winning Trade | 823107 | 823107 | 33344 | 771790 | 771790 | 243632 |
Largest Losing Trade | -48019 | -40526 | -48019 | -375360 | -247298 | -375360 |
Avg Bars in Trades | 236 | 443 | 34 | 236 | 443 | 34 |
Avg Bars in Winners | 386 | 663 | 45 | 386 | 663 | 45 |
Avg Bars in Losers | 166 | 321 | 29 | 166 | 321 | 29 |
Bars Traded | 21527 | 19956 | 1571 | 21527 | 19956 | 1571 |
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 | 188682 | 330423 | -594480 | -584808 | -77877 | -594480 |
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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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