Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476826.466 | 467792.7589 | 9033.7072 | 532115.9671 | 1948516.5859 | -1416400.6188 |
Total P&L (%) | 476.8265 | 467.7928 | 9.0337 | 532.116 | 1948.5166 | -1416.4006 |
Avg Daily Profit (%) | 0.2632 | 0.2582 | 0.005 | 0.1018 | 0.1668 | 0 |
Buy And Hold Return (%) | 220.9962 | 220.9962 | 220.9962 | 220.9962 | 220.9962 | 220.9962 |
Max Trade Drawdown | -101414 | -53317 | -115290 | -2375184 | -796194 | -2417610 |
Profit Factor | 1.5544 | 2.3656 | 1.0175 | 1.0688 | 1.6857 | 0.7108 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Losing Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Profitability (%) | 48.1675 | 51.0417 | 45.2632 | 48.1675 | 51.0417 | 45.2632 |
Ratio Avg Win / Avg Loss | 1.6726 | 2.269 | 1.2304 | 1.1501 | 1.6169 | 0.8595 |
Largest Winning Trade | 158431 | 158431 | 72898 | 700404 | 638524 | 700404 |
Largest Losing Trade | -53402 | -23864 | -53402 | -1390028 | -375722 | -1390028 |
Avg Bars in Trades | 55 | 28 | 83 | 55 | 28 | 83 |
Avg Bars in Winners | 83 | 31 | 141 | 83 | 31 | 141 |
Avg Bars in Losers | 29 | 24 | 35 | 29 | 24 | 35 |
Bars Traded | 10606 | 2689 | 7917 | 10606 | 2689 | 7917 |
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 | 192958 | 238622 | -555405 | -205404 | 398249 | -582920 |
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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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