Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711106.7065 | 653151.6875 | 57955.019 | -65885.2626 | -88193.5378 | 22308.2752 |
Total P&L (%) | 711.1067 | 653.1517 | 57.955 | -65.8853 | -88.1935 | 22.3083 |
Avg Daily Profit (%) | 0.3025 | 0.2778 | 0.0247 | -0.0457 | -0.0908 | 0.0086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202022 | -95891 | -238594 | -182420 | -138742 | -108661 |
Profit Factor | 1.5573 | 2.1685 | 1.0808 | 0.9312 | 0.7934 | 1.0421 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 138 | 61 | 77 | 138 | 61 | 77 |
Losing Trades | 103 | 60 | 43 | 103 | 60 | 43 |
Profitability (%) | 57.2614 | 50.4132 | 64.1667 | 57.2614 | 50.4132 | 64.1667 |
Ratio Avg Win / Avg Loss | 1.1623 | 2.133 | 0.6036 | 0.695 | 0.7804 | 0.5819 |
Largest Winning Trade | 401021 | 401021 | 65983 | 86079 | 56960 | 86079 |
Largest Losing Trade | -85063 | -39627 | -85063 | -78585 | -39648 | -78585 |
Avg Bars in Trades | 56 | 42 | 70 | 56 | 42 | 70 |
Avg Bars in Winners | 55 | 44 | 64 | 55 | 44 | 64 |
Avg Bars in Losers | 57 | 40 | 81 | 57 | 40 | 81 |
Bars Traded | 13592 | 5115 | 8477 | 13592 | 5115 | 8477 |
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 | 459803 | 455374 | -292425 | -578575 | -580957 | -361050 |
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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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