Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299477.589 | 255338.4487 | 44139.1403 | 84614.9764 | 558713.9595 | -474098.9831 |
Total P&L (%) | 299.4776 | 255.3384 | 44.1391 | 84.615 | 558.714 | -474.099 |
Avg Daily Profit (%) | 0.1691 | 0.1442 | 0.0249 | 0.0346 | 0.1065 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176414 | -132530 | -84727 | -1866952 | -1155156 | -1380733 |
Profit Factor | 1.4508 | 1.8013 | 1.1277 | 1.0133 | 1.1811 | 0.856 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 47.8632 | 46.5517 | 49.1525 | 47.8632 | 46.5517 | 49.1525 |
Ratio Avg Win / Avg Loss | 1.5803 | 2.0681 | 1.1666 | 1.1037 | 1.3561 | 0.8855 |
Largest Winning Trade | 110560 | 110560 | 60969 | 686998 | 686998 | 380246 |
Largest Losing Trade | -40603 | -40603 | -36721 | -495507 | -492062 | -495507 |
Avg Bars in Trades | 59 | 65 | 53 | 59 | 65 | 53 |
Avg Bars in Winners | 81 | 92 | 70 | 81 | 92 | 70 |
Avg Bars in Losers | 39 | 41 | 37 | 39 | 41 | 37 |
Bars Traded | 6951 | 3784 | 3167 | 6951 | 3784 | 3167 |
Profit Streak | 0 | 39.6903 | 0 | 0 | 39.6903 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322325 | -177947 | -418497 | -353078 | -252491 | -757787 |
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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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