Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916787.6251 | 803197.5218 | 113590.1032 | -13687.6452 | 44787.1868 | -58474.8321 |
Total P&L (%) | 916.7876 | 803.1975 | 113.5901 | -13.6876 | 44.7872 | -58.4748 |
Avg Daily Profit (%) | 0.4722 | 0.4137 | 0.0585 | -0.0076 | 0.0191 | -0.0453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272419 | -97178 | -225605 | -119420 | -35958 | -118674 |
Profit Factor | 2.1279 | 3.023 | 1.2732 | 0.9528 | 1.4608 | 0.697 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 74 | 31 | 43 | 74 | 31 | 43 |
Losing Trades | 63 | 38 | 25 | 63 | 38 | 25 |
Profitability (%) | 54.0146 | 44.9275 | 63.2353 | 54.0146 | 44.9275 | 63.2353 |
Ratio Avg Win / Avg Loss | 1.8116 | 3.7056 | 0.7402 | 0.8112 | 1.7907 | 0.4052 |
Largest Winning Trade | 612925 | 612925 | 66194 | 27378 | 27378 | 27205 |
Largest Losing Trade | -95044 | -36530 | -95044 | -101544 | -18846 | -101544 |
Avg Bars in Trades | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Winners | 26 | 24 | 27 | 26 | 24 | 27 |
Avg Bars in Losers | 27 | 31 | 20 | 27 | 31 | 20 |
Bars Traded | 3673 | 1980 | 1693 | 3673 | 1980 | 1693 |
Profit Streak | 0 | 0 | 25.6735 | 0 | 0 | 25.6735 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 560602 | -88014 | -223189 | -579616 | -270659 | -687422 |
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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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