Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653660.1564 | 600464.692 | 53195.4644 | 113594.5194 | 91336.2195 | 22258.3 |
Total P&L (%) | 653.6602 | 600.4647 | 53.1955 | 113.5945 | 91.3362 | 22.2583 |
Avg Daily Profit (%) | 0.3532 | 0.3245 | 0.0287 | 0.041 | 0.0351 | 0.0109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169801 | -143902 | -93728 | -557424 | -454606 | -264912 |
Profit Factor | 1.8732 | 2.5876 | 1.1436 | 1.0548 | 1.0877 | 1.0216 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 42.5532 | 38.0282 | 47.1429 | 42.5532 | 38.0282 | 47.1429 |
Ratio Avg Win / Avg Loss | 2.5288 | 4.2169 | 1.2823 | 1.424 | 1.7725 | 1.1454 |
Largest Winning Trade | 573659 | 573659 | 68925 | 455093 | 455093 | 192900 |
Largest Losing Trade | -42264 | -30267 | -42264 | -140908 | -93692 | -140908 |
Avg Bars in Trades | 50 | 39 | 61 | 50 | 39 | 61 |
Avg Bars in Winners | 75 | 68 | 82 | 75 | 68 | 82 |
Avg Bars in Losers | 32 | 22 | 44 | 32 | 22 | 44 |
Bars Traded | 7156 | 2818 | 4338 | 7156 | 2818 | 4338 |
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 | 373690 | -77577 | -313698 | -300895 | -360654 | -476063 |
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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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