Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769888.4184 | 744153.3853 | 25735.0331 | 8114.9492 | -17023.5585 | 25138.5078 |
Total P&L (%) | 769.8884 | 744.1534 | 25.735 | 8.1149 | -17.0236 | 25.1385 |
Avg Daily Profit (%) | 0.3336 | 0.3225 | 0.0112 | 0.0034 | -0.0081 | 0.0097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178884 | -166970 | -278586 | -100210 | -63154 | -92323 |
Profit Factor | 1.6326 | 2.1259 | 1.0463 | 1.0158 | 0.9452 | 1.123 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 45.122 | 39.0244 | 51.2195 | 45.122 | 39.0244 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.9857 | 3.3217 | 0.9965 | 1.2354 | 1.4769 | 1.0696 |
Largest Winning Trade | 366126 | 366126 | 53523 | 72544 | 72544 | 30654 |
Largest Losing Trade | -59193 | -59193 | -57282 | -42889 | -34940 | -42889 |
Avg Bars in Trades | 55 | 62 | 47 | 55 | 62 | 47 |
Avg Bars in Winners | 70 | 83 | 60 | 70 | 83 | 60 |
Avg Bars in Losers | 42 | 49 | 33 | 42 | 49 | 33 |
Bars Traded | 9063 | 5161 | 3902 | 9063 | 5161 | 3902 |
Profit Streak | 0 | 0 | 137.4963 | 0 | 0 | 137.4963 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404393 | 158441 | -355654 | -558304 | -587837 | -271517 |
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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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