Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443874.1534 | 509226.5786 | -65352.4252 | -51046.3797 | 186057.2692 | -237103.6489 |
Total P&L (%) | 443.8742 | 509.2266 | -65.3524 | -51.0464 | 186.0573 | -237.1036 |
Avg Daily Profit (%) | 0.2401 | 0.2755 | -0.0354 | -0.0386 | 0.0569 | 0 |
Buy And Hold Return (%) | 82.2858 | 82.2858 | 82.2858 | 82.2858 | 82.2858 | 82.2858 |
Max Trade Drawdown | -254868 | -182589 | -139144 | -1030735 | -834719 | -381518 |
Profit Factor | 1.4485 | 1.7597 | 0.7954 | 0.9784 | 1.1137 | 0.6726 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Losing Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Profitability (%) | 46.3415 | 47.0588 | 45.6311 | 46.3415 | 47.0588 | 45.6311 |
Ratio Avg Win / Avg Loss | 1.6772 | 1.9797 | 0.9477 | 1.1329 | 1.2529 | 0.8013 |
Largest Winning Trade | 423191 | 423191 | 22324 | 455042 | 455042 | 161457 |
Largest Losing Trade | -50074 | -50074 | -23225 | -461410 | -461410 | -137106 |
Avg Bars in Trades | 106 | 172 | 42 | 106 | 172 | 42 |
Avg Bars in Winners | 93 | 148 | 37 | 93 | 148 | 37 |
Avg Bars in Losers | 118 | 193 | 46 | 118 | 193 | 46 |
Bars Traded | 21907 | 17548 | 4359 | 21907 | 17548 | 4359 |
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 | 311268 | 361873 | -582756 | -579460 | -219004 | -582756 |
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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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