Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144955.5362 | 1330288.8605 | -185333.3243 | -98251.6068 | 126391.8201 | -224643.4269 |
Total P&L (%) | 1144.9555 | 1330.2889 | -185.3333 | -98.2516 | 126.3918 | -224.6434 |
Avg Daily Profit (%) | 0.4821 | 0.5602 | -0.078 | -0.1702 | 0.0344 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -424080 | -261992 | -233215 | -810840 | -632941 | -270021 |
Profit Factor | 1.9325 | 2.5476 | 0.4967 | 0.9397 | 1.105 | 0.4706 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 33.3333 | 28.9474 | 37.6623 | 33.3333 | 28.9474 | 37.6623 |
Ratio Avg Win / Avg Loss | 3.865 | 6.2533 | 0.8222 | 1.8793 | 2.7122 | 0.7789 |
Largest Winning Trade | 1136145 | 1136145 | 18657 | 623159 | 623159 | 50026 |
Largest Losing Trade | -62772 | -62772 | -34821 | -342163 | -342163 | -151942 |
Avg Bars in Trades | 89 | 165 | 15 | 89 | 165 | 15 |
Avg Bars in Winners | 144 | 310 | 17 | 144 | 310 | 17 |
Avg Bars in Losers | 62 | 106 | 13 | 62 | 106 | 13 |
Bars Traded | 13741 | 12581 | 1160 | 13741 | 12581 | 1160 |
Profit Streak | 0 | 51.4525 | 0 | 0 | 51.4525 | 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 | 303814 | -45338 | -627256 | -583679 | -312170 | -627256 |
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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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