Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598120.8027 | 520585.5972 | 77535.2055 | 125429.932 | -5204.9053 | 130634.8373 |
Total P&L (%) | 598.1208 | 520.5856 | 77.5352 | 125.4299 | -5.2049 | 130.6348 |
Avg Daily Profit (%) | 0.2535 | 0.2206 | 0.0329 | 0.0345 | -0.0023 | 0.0354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116705 | -83687 | -141563 | -495039 | -465581 | -322129 |
Profit Factor | 1.616 | 2.012 | 1.1698 | 1.0514 | 0.9963 | 1.1259 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 41.4063 | 40.625 | 42.1875 | 41.4063 | 40.625 | 42.1875 |
Ratio Avg Win / Avg Loss | 2.2868 | 2.9406 | 1.6031 | 1.4878 | 1.4561 | 1.5429 |
Largest Winning Trade | 289299 | 289299 | 41995 | 370678 | 370678 | 212829 |
Largest Losing Trade | -59499 | -46299 | -59499 | -227169 | -227169 | -194470 |
Avg Bars in Trades | 35 | 36 | 35 | 35 | 36 | 35 |
Avg Bars in Winners | 48 | 44 | 52 | 48 | 44 | 52 |
Avg Bars in Losers | 26 | 31 | 22 | 26 | 31 | 22 |
Bars Traded | 4593 | 2336 | 2257 | 4593 | 2336 | 2257 |
Profit Streak | 57.3138 | 103.3138 | 0 | 57.3138 | 103.3138 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328055 | -130505 | -324075 | -313338 | -721654 | -369032 |
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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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