Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697329.6882 | 670012.4225 | 27317.2657 | -39610.5806 | -115625.7001 | 76015.1194 |
Total P&L (%) | 697.3297 | 670.0124 | 27.3173 | -39.6106 | -115.6257 | 76.0151 |
Avg Daily Profit (%) | 0.4334 | 0.4164 | 0.017 | -0.0313 | 0 | 0.0351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235875 | -165820 | -174798 | -666061 | -486238 | -415435 |
Profit Factor | 1.6488 | 2.1758 | 1.0541 | 0.976 | 0.8671 | 1.0971 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
Losing Trades | 134 | 72 | 62 | 134 | 72 | 62 |
Profitability (%) | 37.963 | 33.3333 | 42.5926 | 37.963 | 33.3333 | 42.5926 |
Ratio Avg Win / Avg Loss | 2.6944 | 4.3516 | 1.4207 | 1.595 | 1.7341 | 1.4787 |
Largest Winning Trade | 534401 | 534401 | 56257 | 248033 | 231429 | 248033 |
Largest Losing Trade | -65909 | -39332 | -65909 | -123930 | -123930 | -116078 |
Avg Bars in Trades | 88 | 77 | 98 | 88 | 77 | 98 |
Avg Bars in Winners | 155 | 138 | 169 | 155 | 138 | 169 |
Avg Bars in Losers | 46 | 46 | 46 | 46 | 46 | 46 |
Bars Traded | 19021 | 8347 | 10674 | 19021 | 8347 | 10674 |
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 | 345756 | 262030 | -337685 | -581550 | -584748 | -262837 |
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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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