Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750815.5224 | 577350.1426 | 173465.3798 | 651573.8171 | 793693.5359 | -142119.7188 |
Total P&L (%) | 750.8155 | 577.3501 | 173.4654 | 651.5738 | 793.6935 | -142.1197 |
Avg Daily Profit (%) | 0.5048 | 0.3882 | 0.1166 | 0.1357 | 0.1474 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161951 | -117073 | -100646 | -2638525 | -970078 | -1844017 |
Profit Factor | 2.0031 | 2.6037 | 1.4466 | 1.0937 | 1.2607 | 0.9636 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 54.2857 | 48.5714 | 60 | 54.2857 | 48.5714 | 60 |
Ratio Avg Win / Avg Loss | 1.6869 | 2.7569 | 0.9644 | 0.921 | 1.3348 | 0.6424 |
Largest Winning Trade | 433793 | 433793 | 65451 | 1015643 | 1015643 | 394877 |
Largest Losing Trade | -63113 | -42856 | -63113 | -1844017 | -400349 | -1844017 |
Avg Bars in Trades | 30 | 24 | 36 | 30 | 24 | 36 |
Avg Bars in Winners | 36 | 24 | 47 | 36 | 24 | 47 |
Avg Bars in Losers | 23 | 24 | 21 | 23 | 24 | 21 |
Bars Traded | 4293 | 1712 | 2581 | 4293 | 1712 | 2581 |
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 | 553516 | -80124 | -130872 | -129642 | -90795 | -673662 |
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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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