Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414570.8858 | 402554.7761 | 12016.1097 | -44266.7655 | 92361.2183 | -136627.9838 |
Total P&L (%) | 414.5709 | 402.5548 | 12.0161 | -44.2668 | 92.3612 | -136.628 |
Avg Daily Profit (%) | 0.2222 | 0.2157 | 0.0064 | -0.0313 | 0.0351 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184853 | -142571 | -92655 | -792842 | -550803 | -261434 |
Profit Factor | 1.4951 | 1.6704 | 1.0507 | 0.972 | 1.0813 | 0.6936 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 46.0993 | 44.2857 | 47.8873 | 46.0993 | 44.2857 | 47.8873 |
Ratio Avg Win / Avg Loss | 1.7481 | 2.1015 | 1.1434 | 1.1365 | 1.3603 | 0.7548 |
Largest Winning Trade | 371399 | 371399 | 37422 | 607544 | 607544 | 45863 |
Largest Losing Trade | -46630 | -46630 | -29208 | -376956 | -376956 | -127255 |
Avg Bars in Trades | 155 | 285 | 26 | 155 | 285 | 26 |
Avg Bars in Winners | 190 | 364 | 31 | 190 | 364 | 31 |
Avg Bars in Losers | 124 | 222 | 22 | 124 | 222 | 22 |
Bars Traded | 21877 | 19982 | 1895 | 21877 | 19982 | 1895 |
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 | 325951 | -85760 | -539495 | -580255 | -373841 | -668279 |
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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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