Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401729.2066 | 384394.8189 | 17334.3877 | -78341.0441 | -77247.9498 | -1093.0943 |
Total P&L (%) | 401.7292 | 384.3948 | 17.3344 | -78.341 | -77.248 | -1.0931 |
Avg Daily Profit (%) | 0.2103 | 0.2012 | 0.0091 | -0.08 | -0.0775 | -0.0006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120097 | -139322 | -62205 | -250787 | -264690 | -35361 |
Profit Factor | 1.5046 | 1.6057 | 1.1073 | 0.8747 | 0.8549 | 0.9883 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 46.6667 | 44.7761 | 48.5294 | 46.6667 | 44.7761 | 48.5294 |
Ratio Avg Win / Avg Loss | 1.7196 | 1.9804 | 1.1744 | 0.9997 | 1.0543 | 1.0482 |
Largest Winning Trade | 535785 | 535785 | 14062 | 228540 | 228540 | 11794 |
Largest Losing Trade | -57061 | -57061 | -27625 | -150213 | -150213 | -19477 |
Avg Bars in Trades | 81 | 159 | 5 | 81 | 159 | 5 |
Avg Bars in Winners | 81 | 165 | 6 | 81 | 165 | 6 |
Avg Bars in Losers | 81 | 153 | 5 | 81 | 153 | 5 |
Bars Traded | 11062 | 10662 | 400 | 11062 | 10662 | 400 |
Profit Streak | 0 | 100.7633 | 0 | 0 | 100.7633 | 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 | 331759 | -107758 | -401591 | -581716 | -697540 | -688863 |
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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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