Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593903.062 | 536193.5759 | 57709.4861 | 127612.2162 | -85072.6178 | 212684.834 |
Total P&L (%) | 593.9031 | 536.1936 | 57.7095 | 127.6122 | -85.0726 | 212.6848 |
Avg Daily Profit (%) | 0.2372 | 0.2142 | 0.0231 | 0.0329 | -0.0759 | 0.0455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157199 | -148811 | -73396 | -1029453 | -937700 | -310155 |
Profit Factor | 1.8832 | 2.5566 | 1.176 | 1.0464 | 0.946 | 1.1808 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 40 | 41.3793 | 38.5965 | 40 | 41.3793 | 38.5965 |
Ratio Avg Win / Avg Loss | 2.8249 | 3.6219 | 1.8709 | 1.5695 | 1.3402 | 1.8786 |
Largest Winning Trade | 497618 | 497618 | 54422 | 569173 | 569173 | 306214 |
Largest Losing Trade | -35590 | -35590 | -26138 | -310155 | -245524 | -310155 |
Avg Bars in Trades | 83 | 75 | 91 | 83 | 75 | 91 |
Avg Bars in Winners | 139 | 122 | 157 | 139 | 122 | 157 |
Avg Bars in Losers | 46 | 42 | 49 | 46 | 42 | 49 |
Bars Traded | 9614 | 4404 | 5210 | 9614 | 4404 | 5210 |
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 | 300505 | -170374 | -373512 | -320995 | -762519 | -337338 |
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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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