Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583004.3323 | 476197.5021 | 106806.8302 | 313974.7295 | 446009.397 | -132034.6675 |
Total P&L (%) | 583.0043 | 476.1975 | 106.8068 | 313.9747 | 446.0094 | -132.0347 |
Avg Daily Profit (%) | 0.3657 | 0.2987 | 0.067 | 0.0892 | 0.1065 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106890 | -121288 | -82428 | -1368861 | -1218906 | -756892 |
Profit Factor | 2.0577 | 2.4331 | 1.488 | 1.0846 | 1.2006 | 0.9112 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 40 | 30.2326 | 50 | 40 | 30.2326 | 50 |
Ratio Avg Win / Avg Loss | 3.0866 | 5.6148 | 1.488 | 1.6269 | 2.7706 | 0.9112 |
Largest Winning Trade | 315554 | 315554 | 64470 | 1334696 | 1334696 | 250999 |
Largest Losing Trade | -32721 | -23382 | -32721 | -374002 | -255900 | -374002 |
Avg Bars in Trades | 110 | 88 | 133 | 110 | 88 | 133 |
Avg Bars in Winners | 189 | 175 | 198 | 189 | 175 | 198 |
Avg Bars in Losers | 57 | 50 | 67 | 57 | 50 | 67 |
Bars Traded | 9399 | 3807 | 5592 | 9399 | 3807 | 5592 |
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 | 349342 | 196716 | -102199 | -203944 | -57807 | -580734 |
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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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