Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 912556.0539 | 941534.3595 | -28978.3057 | 82607.9364 | 182257.2291 | -99649.2927 |
Total P&L (%) | 912.5561 | 941.5344 | -28.9783 | 82.6079 | 182.2572 | -99.6493 |
Avg Daily Profit (%) | 0.4949 | 0.5106 | -0.0157 | 0.0327 | 0.0563 | -0.3061 |
Buy And Hold Return (%) | 143.2023 | 143.2023 | 143.2023 | 143.2023 | 143.2023 | 143.2023 |
Max Trade Drawdown | -142682 | -140042 | -61776 | -552997 | -412543 | -192060 |
Profit Factor | 2.229 | 2.9222 | 0.8853 | 1.0481 | 1.1634 | 0.8342 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 49.6855 | 46.8354 | 52.5 | 49.6855 | 46.8354 | 52.5 |
Ratio Avg Win / Avg Loss | 2.2572 | 3.3171 | 0.801 | 1.0614 | 1.3207 | 0.7547 |
Largest Winning Trade | 931889 | 931889 | 17178 | 494953 | 494953 | 94151 |
Largest Losing Trade | -41399 | -28290 | -41399 | -137006 | -130242 | -137006 |
Avg Bars in Trades | 67 | 125 | 10 | 67 | 125 | 10 |
Avg Bars in Winners | 81 | 162 | 11 | 81 | 162 | 11 |
Avg Bars in Losers | 53 | 93 | 10 | 53 | 93 | 10 |
Bars Traded | 10781 | 9914 | 867 | 10781 | 9914 | 867 |
Profit Streak | 0 | 8.9524 | 0 | 0 | 8.9524 | 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 | 543337 | -11531 | -599634 | -481901 | -266944 | -599634 |
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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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