Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439754.2481 | 373354.828 | 66399.4201 | 450294.7348 | 483116.253 | -32821.5182 |
Total P&L (%) | 439.7542 | 373.3548 | 66.3994 | 450.2947 | 483.1163 | -32.8215 |
Avg Daily Profit (%) | 0.3589 | 0.3047 | 0.0542 | 0.1393 | 0.144 | -0.0325 |
Buy And Hold Return (%) | 29.5596 | 29.5596 | 29.5596 | 29.5596 | 29.5596 | 29.5596 |
Max Trade Drawdown | -151148 | -61257 | -112954 | -651707 | -231030 | -475308 |
Profit Factor | 1.7563 | 2.4202 | 1.2084 | 1.25 | 1.6002 | 0.967 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 50.4854 | 47.0588 | 53.8462 | 50.4854 | 47.0588 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.7226 | 2.7227 | 1.0358 | 1.226 | 1.8002 | 0.8289 |
Largest Winning Trade | 144152 | 144152 | 36532 | 448248 | 448248 | 117459 |
Largest Losing Trade | -51711 | -23862 | -51711 | -191337 | -95547 | -191337 |
Avg Bars in Trades | 45 | 48 | 43 | 45 | 48 | 43 |
Avg Bars in Winners | 45 | 50 | 41 | 45 | 50 | 41 |
Avg Bars in Losers | 45 | 46 | 45 | 45 | 46 | 45 |
Bars Traded | 4719 | 2465 | 2254 | 4719 | 2465 | 2254 |
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 | 455266 | -168071 | -305828 | -6990 | -178963 | -760334 |
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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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