Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599057.8223 | 672790.6249 | -73732.8026 | -54372.49 | 162089.9016 | -216462.3916 |
Total P&L (%) | 599.0578 | 672.7906 | -73.7328 | -54.3725 | 162.0899 | -216.4624 |
Avg Daily Profit (%) | 0.2581 | 0.2898 | -0.0318 | -0.0338 | 0.0415 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211328 | -179815 | -207324 | -473690 | -288494 | -290539 |
Profit Factor | 1.4739 | 2.0367 | 0.8801 | 0.9577 | 1.221 | 0.6079 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Losing Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Profitability (%) | 44.7761 | 44 | 45.5446 | 44.7761 | 44 | 45.5446 |
Ratio Avg Win / Avg Loss | 1.8178 | 2.5922 | 1.0523 | 1.1812 | 1.5541 | 0.7269 |
Largest Winning Trade | 393182 | 393182 | 58113 | 331101 | 331101 | 37467 |
Largest Losing Trade | -53331 | -53331 | -39269 | -225324 | -225324 | -70700 |
Avg Bars in Trades | 32 | 37 | 28 | 32 | 37 | 28 |
Avg Bars in Winners | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Losers | 27 | 35 | 18 | 27 | 35 | 18 |
Bars Traded | 6630 | 3736 | 2894 | 6630 | 3736 | 2894 |
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 | 353248 | 362005 | -580851 | -580090 | -139360 | -582517 |
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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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