Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522830.0924 | 558552.3962 | -35722.3039 | -51451.6887 | -9080.5144 | -42371.1743 |
Total P&L (%) | 522.8301 | 558.5524 | -35.7223 | -51.4517 | -9.0805 | -42.3712 |
Avg Daily Profit (%) | 0.223 | 0.2383 | -0.0152 | -0.0308 | -0.0041 | -0.0235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128759 | -126378 | -101461 | -134964 | -145475 | -72609 |
Profit Factor | 1.5615 | 1.801 | 0.8472 | 0.9366 | 0.9856 | 0.7663 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 43.9024 | 39.0244 | 48.7805 | 43.9024 | 39.0244 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.9953 | 2.8141 | 0.8896 | 1.1967 | 1.54 | 0.8047 |
Largest Winning Trade | 269968 | 269968 | 17426 | 121692 | 121692 | 11676 |
Largest Losing Trade | -57268 | -57268 | -36779 | -46371 | -46371 | -18110 |
Avg Bars in Trades | 85 | 159 | 10 | 85 | 159 | 10 |
Avg Bars in Winners | 108 | 232 | 9 | 108 | 232 | 9 |
Avg Bars in Losers | 66 | 113 | 11 | 66 | 113 | 11 |
Bars Traded | 13967 | 13099 | 868 | 13967 | 13099 | 868 |
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 | 342561 | 109967 | -585432 | -580623 | -586726 | -585432 |
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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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