Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716064.6218 | 804076.684 | -88012.0621 | 21781.2006 | 338648.29 | -316867.0894 |
Total P&L (%) | 716.0646 | 804.0767 | -88.0121 | 21.7812 | 338.6483 | -316.8671 |
Avg Daily Profit (%) | 0.3248 | 0.3647 | -0.0399 | 0.0089 | 0.0671 | 0 |
Buy And Hold Return (%) | 349 | 349 | 349 | 349 | 349 | 349 |
Max Trade Drawdown | -272143 | -199576 | -128016 | -449166 | -297933 | -332739 |
Profit Factor | 1.6918 | 2.2615 | 0.7786 | 1.0166 | 1.4603 | 0.4477 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 134 | 68 | 66 | 134 | 68 | 66 |
Losing Trades | 143 | 70 | 73 | 143 | 70 | 73 |
Profitability (%) | 48.3755 | 49.2754 | 47.482 | 48.3755 | 49.2754 | 47.482 |
Ratio Avg Win / Avg Loss | 1.8055 | 2.328 | 0.8612 | 1.0849 | 1.5032 | 0.4952 |
Largest Winning Trade | 503582 | 503582 | 15470 | 200299 | 200299 | 30594 |
Largest Losing Trade | -63218 | -63218 | -45133 | -104875 | -104875 | -89989 |
Avg Bars in Trades | 31 | 55 | 6 | 31 | 55 | 6 |
Avg Bars in Winners | 31 | 55 | 6 | 31 | 55 | 6 |
Avg Bars in Losers | 30 | 56 | 6 | 30 | 56 | 6 |
Bars Traded | 8595 | 7695 | 900 | 8595 | 7695 | 900 |
Profit Streak | 0 | 13.3655 | 0 | 0 | 13.3655 | 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 | 236993 | 324773 | -581665 | -548079 | -266830 | -581665 |
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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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