Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690761.799 | 589770.774 | 100991.025 | 454568.8883 | 116149.3238 | 338419.5644 |
Total P&L (%) | 690.7618 | 589.7708 | 100.991 | 454.5689 | 116.1493 | 338.4196 |
Avg Daily Profit (%) | 0.3729 | 0.3184 | 0.0545 | 0.0925 | 0.0416 | 0.0798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102402 | -118987 | -56721 | -940693 | -1077602 | -675282 |
Profit Factor | 1.7035 | 2.1946 | 1.2069 | 1.0554 | 1.0274 | 1.0856 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 129 | 61 | 68 | 129 | 61 | 68 |
Losing Trades | 140 | 74 | 66 | 140 | 74 | 66 |
Profitability (%) | 47.9554 | 45.1852 | 50.7463 | 47.9554 | 45.1852 | 50.7463 |
Ratio Avg Win / Avg Loss | 1.8488 | 2.6623 | 1.1714 | 1.1454 | 1.2463 | 1.0537 |
Largest Winning Trade | 494838 | 494838 | 68244 | 600051 | 600051 | 384673 |
Largest Losing Trade | -33132 | -23806 | -33132 | -386579 | -233087 | -386579 |
Avg Bars in Trades | 39 | 34 | 45 | 39 | 34 | 45 |
Avg Bars in Winners | 57 | 51 | 62 | 57 | 51 | 62 |
Avg Bars in Losers | 23 | 20 | 27 | 23 | 20 | 27 |
Bars Traded | 10737 | 4640 | 6097 | 10737 | 4640 | 6097 |
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 | 480806 | 401642 | -120699 | -228377 | -329819 | -212838 |
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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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