Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428068.2703 | 418750.6409 | 9317.6295 | 48868.1377 | 423231.1817 | -374363.044 |
Total P&L (%) | 428.0683 | 418.7506 | 9.3176 | 48.8681 | 423.2312 | -374.363 |
Avg Daily Profit (%) | 0.2228 | 0.2179 | 0.0049 | 0.0207 | 0.0862 | 0 |
Buy And Hold Return (%) | 79.1045 | 79.1045 | 79.1045 | 79.1045 | 79.1045 | 79.1045 |
Max Trade Drawdown | -113556 | -69698 | -105211 | -948921 | -649753 | -1136415 |
Profit Factor | 1.6883 | 2.4004 | 1.0289 | 1.0116 | 1.2086 | 0.8298 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 37.8378 | 43.2432 | 32.4324 | 37.8378 | 43.2432 | 32.4324 |
Ratio Avg Win / Avg Loss | 2.7736 | 3.1505 | 2.1435 | 1.6618 | 1.5863 | 1.7288 |
Largest Winning Trade | 264598 | 264598 | 59824 | 498617 | 498617 | 322180 |
Largest Losing Trade | -74705 | -34043 | -74705 | -811024 | -293076 | -811024 |
Avg Bars in Trades | 73 | 109 | 38 | 73 | 109 | 38 |
Avg Bars in Winners | 98 | 121 | 67 | 98 | 121 | 67 |
Avg Bars in Losers | 59 | 100 | 24 | 59 | 100 | 24 |
Bars Traded | 5471 | 4040 | 1431 | 5471 | 4040 | 1431 |
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 | -63551 | 309154 | -546617 | -611181 | -81001 | -584826 |
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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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