Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463036.9252 | 498752.718 | -35715.7928 | 9661.8537 | 613988.2844 | -604326.4307 |
Total P&L (%) | 463.0369 | 498.7527 | -35.7158 | 9.6619 | 613.9883 | -604.3264 |
Avg Daily Profit (%) | 0.2554 | 0.2751 | -0.0197 | 0.0051 | 0.1085 | 0 |
Buy And Hold Return (%) | 111.1959 | 111.1959 | 111.1959 | 111.1959 | 111.1959 | 111.1959 |
Max Trade Drawdown | -194389 | -142786 | -106139 | -999313 | -364623 | -780866 |
Profit Factor | 1.7254 | 2.4087 | 0.8744 | 1.0043 | 1.5604 | 0.4859 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 50.5376 | 52.1739 | 48.9362 | 50.5376 | 52.1739 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.6887 | 2.208 | 0.9124 | 0.9829 | 1.4303 | 0.5071 |
Largest Winning Trade | 337599 | 337599 | 51731 | 616938 | 616938 | 103938 |
Largest Losing Trade | -53147 | -39116 | -53147 | -482465 | -259028 | -482465 |
Avg Bars in Trades | 55 | 58 | 52 | 55 | 58 | 52 |
Avg Bars in Winners | 77 | 65 | 90 | 77 | 65 | 90 |
Avg Bars in Losers | 32 | 50 | 16 | 32 | 50 | 16 |
Bars Traded | 5149 | 2685 | 2464 | 5149 | 2685 | 2464 |
Profit Streak | 0 | 27.719 | 0 | 0 | 27.719 | 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 | 345825 | 430457 | -581110 | -568998 | -46162 | -581110 |
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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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