Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560188.9618 | 443426.6758 | 116762.286 | 125398.809 | -145266.8834 | 270665.6924 |
Total P&L (%) | 560.189 | 443.4267 | 116.7623 | 125.3988 | -145.2669 | 270.6657 |
Avg Daily Profit (%) | 0.3763 | 0.2979 | 0.0784 | 0.0546 | 0 | 0.088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151763 | -163531 | -48114 | -328973 | -314759 | -183965 |
Profit Factor | 1.885 | 2.0548 | 1.5493 | 1.0892 | 0.8504 | 1.6237 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 42.1687 | 31.7073 | 52.381 | 42.1687 | 31.7073 | 52.381 |
Ratio Avg Win / Avg Loss | 2.5852 | 4.4257 | 1.4084 | 1.4938 | 1.8317 | 1.4761 |
Largest Winning Trade | 344810 | 344810 | 55123 | 215385 | 215385 | 118806 |
Largest Losing Trade | -45518 | -45518 | -28631 | -138790 | -138790 | -76410 |
Avg Bars in Trades | 52 | 66 | 39 | 52 | 66 | 39 |
Avg Bars in Winners | 69 | 93 | 55 | 69 | 93 | 55 |
Avg Bars in Losers | 40 | 53 | 21 | 40 | 53 | 21 |
Bars Traded | 4359 | 2715 | 1644 | 4359 | 2715 | 1644 |
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 | 316795 | 190276 | -86268 | -246687 | -585078 | -73096 |
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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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