Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584555.8158 | 568726.1232 | 15829.6926 | -6241.4001 | 503992.9138 | -510234.314 |
Total P&L (%) | 584.5558 | 568.7261 | 15.8297 | -6.2414 | 503.9929 | -510.2343 |
Avg Daily Profit (%) | 0.2415 | 0.235 | 0.0065 | -0.0027 | 0.0743 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184588 | -121738 | -165139 | -614607 | -202005 | -746660 |
Profit Factor | 1.5734 | 2.0334 | 1.0337 | 0.9962 | 1.8073 | 0.5047 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 42.5373 | 35.8209 | 49.2537 | 42.5373 | 35.8209 | 49.2537 |
Ratio Avg Win / Avg Loss | 2.1255 | 3.6432 | 1.0651 | 1.3458 | 3.238 | 0.52 |
Largest Winning Trade | 299400 | 299400 | 58694 | 423255 | 423255 | 88908 |
Largest Losing Trade | -51997 | -31611 | -51997 | -284736 | -60737 | -284736 |
Avg Bars in Trades | 71 | 75 | 66 | 71 | 75 | 66 |
Avg Bars in Winners | 103 | 117 | 93 | 103 | 117 | 93 |
Avg Bars in Losers | 47 | 52 | 41 | 47 | 52 | 41 |
Bars Traded | 9552 | 5064 | 4488 | 9552 | 5064 | 4488 |
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 | 313596 | -110270 | -494135 | -581658 | -212332 | -697748 |
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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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