Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 566245.5005 | 640497.7506 | -74252.2501 | -82058.9112 | 490485.3882 | -572544.2994 |
Total P&L (%) | 566.2455 | 640.4978 | -74.2523 | -82.0589 | 490.4854 | -572.5443 |
Avg Daily Profit (%) | 0.2957 | 0.3345 | -0.0388 | -0.0897 | 0.0928 | 0 |
Buy And Hold Return (%) | 43.4244 | 43.4244 | 43.4244 | 43.4244 | 43.4244 | 43.4244 |
Max Trade Drawdown | -268621 | -252345 | -112265 | -1710064 | -1274554 | -597362 |
Profit Factor | 1.6941 | 2.0758 | 0.6632 | 0.967 | 1.2989 | 0.3246 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 45.4545 | 38.7755 | 52 | 45.4545 | 38.7755 | 52 |
Ratio Avg Win / Avg Loss | 2.0329 | 3.2776 | 0.6122 | 1.1604 | 2.0508 | 0.2996 |
Largest Winning Trade | 567258 | 567258 | 19235 | 1156291 | 1156291 | 55995 |
Largest Losing Trade | -60961 | -53021 | -60961 | -537070 | -537070 | -235576 |
Avg Bars in Trades | 37 | 73 | 3 | 37 | 73 | 3 |
Avg Bars in Winners | 37 | 84 | 2 | 37 | 84 | 2 |
Avg Bars in Losers | 38 | 66 | 3 | 38 | 66 | 3 |
Bars Traded | 3759 | 3607 | 152 | 3759 | 3607 | 152 |
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 | 380213 | 319129 | -760296 | -580615 | -72189 | -760296 |
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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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