Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796717.6352 | 787993.0317 | 8724.6035 | -50881.8756 | 792303.6615 | -843185.5372 |
Total P&L (%) | 796.7176 | 787.993 | 8.7246 | -50.8819 | 792.3037 | -843.1855 |
Avg Daily Profit (%) | 0.3283 | 0.3247 | 0.0036 | -0.0293 | 0.0902 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122563 | -74226 | -162049 | -694124 | -194538 | -951345 |
Profit Factor | 2.0706 | 3.3644 | 1.0212 | 0.9726 | 2.6237 | 0.3844 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 37.7358 | 33.9623 | 41.5094 | 37.7358 | 33.9623 | 41.5094 |
Ratio Avg Win / Avg Loss | 3.4164 | 6.5418 | 1.439 | 1.6048 | 5.1016 | 0.5417 |
Largest Winning Trade | 613312 | 613312 | 70370 | 635258 | 635258 | 162811 |
Largest Losing Trade | -88863 | -33699 | -88863 | -538143 | -55631 | -538143 |
Avg Bars in Trades | 88 | 61 | 115 | 88 | 61 | 115 |
Avg Bars in Winners | 161 | 112 | 201 | 161 | 112 | 201 |
Avg Bars in Losers | 44 | 35 | 53 | 44 | 35 | 53 |
Bars Traded | 9372 | 3270 | 6102 | 9372 | 3270 | 6102 |
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 | 308989 | -171033 | -734320 | -582487 | -253663 | -764135 |
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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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