Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905369.1642 | 952113.6565 | -46744.4924 | 25966.2772 | 98520.0253 | -72553.7482 |
Total P&L (%) | 905.3692 | 952.1137 | -46.7445 | 25.9663 | 98.52 | -72.5537 |
Avg Daily Profit (%) | 0.4153 | 0.4367 | -0.0214 | 0.0106 | 0.0315 | -0.0593 |
Buy And Hold Return (%) | 95.5782 | 95.5782 | 95.5782 | 95.5782 | 95.5782 | 95.5782 |
Max Trade Drawdown | -198460 | -174994 | -69554 | -583266 | -538978 | -122652 |
Profit Factor | 2.5521 | 2.991 | 0.5553 | 1.0191 | 1.0849 | 0.6383 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 43.5897 | 38.4615 | 48.7179 | 43.5897 | 38.4615 | 48.7179 |
Ratio Avg Win / Avg Loss | 3.3027 | 4.7856 | 0.5845 | 1.3188 | 1.7359 | 0.6719 |
Largest Winning Trade | 558546 | 558546 | 9968 | 381641 | 381641 | 27659 |
Largest Losing Trade | -66932 | -66932 | -13012 | -237100 | -237100 | -54674 |
Avg Bars in Trades | 52 | 103 | 1 | 52 | 103 | 1 |
Avg Bars in Winners | 67 | 152 | 1 | 67 | 152 | 1 |
Avg Bars in Losers | 40 | 72 | 1 | 40 | 72 | 1 |
Bars Traded | 4088 | 4030 | 58 | 4088 | 4030 | 58 |
Profit Streak | 123.3753 | 0 | 125.3753 | 123.3753 | 0 | 125.3753 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25961 | 407064 | -580411 | -584706 | -437544 | -580411 |
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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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