Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1306013.057 | 1360921.1192 | -54908.0622 | -78570.7164 | 326191.8236 | -404762.5401 |
Total P&L (%) | 1306.0131 | 1360.9211 | -54.9081 | -78.5707 | 326.1918 | -404.7625 |
Avg Daily Profit (%) | 0.5488 | 0.5719 | -0.0231 | -0.0647 | 0.0609 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263285 | -227259 | -81740 | -1214613 | -915112 | -430935 |
Profit Factor | 2.2759 | 2.7252 | 0.7661 | 0.9652 | 1.2009 | 0.3604 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 115 | 62 | 53 | 115 | 62 | 53 |
Profitability (%) | 34.2857 | 28.7356 | 39.7727 | 34.2857 | 28.7356 | 39.7727 |
Ratio Avg Win / Avg Loss | 4.3621 | 6.7585 | 1.1601 | 1.8499 | 2.9781 | 0.5457 |
Largest Winning Trade | 1114202 | 1114202 | 13898 | 994567 | 994567 | 23444 |
Largest Losing Trade | -64988 | -64988 | -19621 | -247835 | -247835 | -150923 |
Avg Bars in Trades | 50 | 95 | 5 | 50 | 95 | 5 |
Avg Bars in Winners | 73 | 166 | 6 | 73 | 166 | 6 |
Avg Bars in Losers | 38 | 67 | 5 | 38 | 67 | 5 |
Bars Traded | 8862 | 8342 | 520 | 8862 | 8342 | 520 |
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 | 365655 | 98784 | -583129 | -583194 | -124638 | -584796 |
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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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