Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863230.1377 | 835479.9531 | 27750.1846 | 400703.2411 | 1064005.8591 | -663302.618 |
Total P&L (%) | 863.2301 | 835.48 | 27.7502 | 400.7032 | 1064.0059 | -663.3026 |
Avg Daily Profit (%) | 0.3716 | 0.3597 | 0.0119 | 0.0694 | 0.1057 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146727 | -142543 | -161186 | -1437178 | -1013704 | -1115951 |
Profit Factor | 1.8837 | 2.6819 | 1.0578 | 1.0687 | 1.3451 | 0.7584 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 37.069 | 34.4828 | 39.6552 | 37.069 | 34.4828 | 39.6552 |
Ratio Avg Win / Avg Loss | 3.1979 | 5.0956 | 1.6097 | 1.8144 | 2.5557 | 1.1541 |
Largest Winning Trade | 299366 | 299366 | 82764 | 1264536 | 1264536 | 345494 |
Largest Losing Trade | -42788 | -33642 | -42788 | -327270 | -317975 | -327270 |
Avg Bars in Trades | 38 | 34 | 43 | 38 | 34 | 43 |
Avg Bars in Winners | 64 | 57 | 70 | 64 | 57 | 70 |
Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
Bars Traded | 4501 | 1972 | 2529 | 4501 | 1972 | 2529 |
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 | 300943 | -171849 | -520376 | -248833 | -236333 | -763467 |
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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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