Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672865.9656 | 556308.311 | 116557.6546 | 90472.5737 | -354912.6518 | 445385.2255 |
Total P&L (%) | 672.866 | 556.3083 | 116.5577 | 90.4726 | -354.9127 | 445.3852 |
Avg Daily Profit (%) | 0.457 | 0.3778 | 0.0792 | 0.0438 | 0 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141059 | -127323 | -117695 | -2103325 | -1432409 | -1548723 |
Profit Factor | 1.7575 | 2.0219 | 1.339 | 1.0112 | 0.9276 | 1.1402 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 90 | 52 | 38 | 90 | 52 | 38 |
Profitability (%) | 38.7755 | 29.7297 | 47.9452 | 38.7755 | 29.7297 | 47.9452 |
Ratio Avg Win / Avg Loss | 2.7751 | 4.7791 | 1.4537 | 1.5966 | 2.1925 | 1.2379 |
Largest Winning Trade | 549782 | 549782 | 28678 | 1463006 | 1463006 | 453660 |
Largest Losing Trade | -32132 | -32132 | -27318 | -448519 | -448519 | -365799 |
Avg Bars in Trades | 118 | 122 | 114 | 118 | 122 | 114 |
Avg Bars in Winners | 168 | 188 | 155 | 168 | 188 | 155 |
Avg Bars in Losers | 86 | 94 | 76 | 86 | 94 | 76 |
Bars Traded | 17405 | 9042 | 8363 | 17405 | 9042 | 8363 |
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 | 345251 | -60027 | -159693 | -345517 | -651427 | -178158 |
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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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