Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528524.054 | 476246.5658 | 52277.4882 | 116479.0076 | 1898529.9983 | -1782050.9907 |
Total P&L (%) | 528.5241 | 476.2466 | 52.2775 | 116.479 | 1898.53 | -1782.051 |
Avg Daily Profit (%) | 0.2844 | 0.2563 | 0.0281 | 0.0416 | 0.1613 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -262531 | -134028 | -128502 | -4208884 | -1919391 | -2289492 |
Profit Factor | 1.4738 | 1.7388 | 1.111 | 1.0118 | 1.3576 | 0.6092 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 90 | 39 | 51 | 90 | 39 | 51 |
Losing Trades | 132 | 72 | 60 | 132 | 72 | 60 |
Profitability (%) | 40.5405 | 35.1351 | 45.9459 | 40.5405 | 35.1351 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.1616 | 3.2101 | 1.3071 | 1.484 | 2.5064 | 0.7167 |
Largest Winning Trade | 279477 | 279477 | 64325 | 1993985 | 1993985 | 221957 |
Largest Losing Trade | -42408 | -42408 | -31218 | -1381544 | -836400 | -1381544 |
Avg Bars in Trades | 98 | 124 | 72 | 98 | 124 | 72 |
Avg Bars in Winners | 145 | 208 | 97 | 145 | 208 | 97 |
Avg Bars in Losers | 66 | 79 | 51 | 66 | 79 | 51 |
Bars Traded | 21876 | 13836 | 8040 | 21876 | 13836 | 8040 |
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 | 306002 | 192921 | -256692 | -347435 | 115725 | -582613 |
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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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