Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481290.4479 | 487778.9135 | -6488.4656 | -69922.3461 | -33983.4211 | -35938.925 |
Total P&L (%) | 481.2904 | 487.7789 | -6.4885 | -69.9223 | -33.9834 | -35.9389 |
Avg Daily Profit (%) | 0.2044 | 0.2071 | -0.0028 | -0.051 | -0.0176 | -0.0189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112313 | -140338 | -170642 | -181939 | -260274 | -196553 |
Profit Factor | 1.4753 | 1.8891 | 0.986 | 0.9291 | 0.9412 | 0.912 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 47.541 | 42.623 | 52.459 | 47.541 | 42.623 | 52.459 |
Ratio Avg Win / Avg Loss | 1.628 | 2.543 | 0.8936 | 1.0252 | 1.267 | 0.8265 |
Largest Winning Trade | 340960 | 340960 | 61350 | 161670 | 161670 | 75696 |
Largest Losing Trade | -62848 | -34866 | -62848 | -64155 | -53773 | -64155 |
Avg Bars in Trades | 114 | 115 | 113 | 114 | 115 | 113 |
Avg Bars in Winners | 146 | 150 | 143 | 146 | 150 | 143 |
Avg Bars in Losers | 85 | 88 | 81 | 85 | 88 | 81 |
Bars Traded | 13955 | 7021 | 6934 | 13955 | 7021 | 6934 |
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 | 334516 | -153558 | -742139 | -579743 | -743938 | -742139 |
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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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