Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745716.7299 | 656472.8206 | 89243.9093 | 481102.547 | -468923.6114 | 950026.1583 |
Total P&L (%) | 745.7167 | 656.4728 | 89.2439 | 481.1025 | -468.9236 | 950.0262 |
Avg Daily Profit (%) | 0.385 | 0.3389 | 0.0461 | 0.0909 | 0 | 0.1215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143393 | -84876 | -88830 | -2139705 | -1735215 | -711257 |
Profit Factor | 2.1723 | 2.7738 | 1.3355 | 1.0766 | 0.8932 | 1.5022 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 52.1739 | 45.6522 | 58.6957 | 52.1739 | 45.6522 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.9912 | 3.3021 | 0.9398 | 0.9869 | 1.0633 | 1.0571 |
Largest Winning Trade | 494082 | 494082 | 50984 | 784795 | 784795 | 651095 |
Largest Losing Trade | -49403 | -49403 | -38590 | -770800 | -770800 | -335067 |
Avg Bars in Trades | 81 | 94 | 67 | 81 | 94 | 67 |
Avg Bars in Winners | 79 | 82 | 76 | 79 | 82 | 76 |
Avg Bars in Losers | 83 | 103 | 56 | 83 | 103 | 56 |
Bars Traded | 7458 | 4336 | 3121 | 7458 | 4336 | 3121 |
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 | 514032 | 464446 | -131541 | -209036 | -580728 | -27912 |
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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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