Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686029.5715 | 713692.362 | -27662.7905 | -24223.4117 | -65025.9603 | 40802.5486 |
Total P&L (%) | 686.0296 | 713.6924 | -27.6628 | -24.2234 | -65.026 | 40.8025 |
Avg Daily Profit (%) | 0.29 | 0.3017 | -0.0117 | -0.0117 | -0.0444 | 0.0145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186828 | -115264 | -148823 | -157145 | -161821 | -70794 |
Profit Factor | 2.2651 | 4.1084 | 0.9115 | 0.9489 | 0.7022 | 1.1596 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Profitability (%) | 29.4737 | 31.25 | 27.6596 | 29.4737 | 31.25 | 27.6596 |
Ratio Avg Win / Avg Loss | 5.42 | 9.0385 | 2.384 | 2.2706 | 1.5449 | 3.0328 |
Largest Winning Trade | 817799 | 817799 | 60106 | 86532 | 78833 | 86532 |
Largest Losing Trade | -58929 | -20461 | -58929 | -40413 | -27879 | -40413 |
Avg Bars in Trades | 68 | 59 | 77 | 68 | 59 | 77 |
Avg Bars in Winners | 167 | 118 | 224 | 167 | 118 | 224 |
Avg Bars in Losers | 26 | 32 | 20 | 26 | 32 | 20 |
Bars Traded | 6460 | 2841 | 3619 | 6460 | 2841 | 3619 |
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 | 117893 | 318434 | -596012 | -587844 | -585203 | -237548 |
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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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