Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413079.8179 | 437902.3959 | -24822.5781 | -53370.9291 | -73847.8221 | 20476.893 |
Total P&L (%) | 413.0798 | 437.9024 | -24.8226 | -53.3709 | -73.8478 | 20.4769 |
Avg Daily Profit (%) | 0.2194 | 0.2326 | -0.0132 | -0.0405 | -0.0712 | 0.0099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184482 | -149208 | -84812 | -724112 | -685371 | -168685 |
Profit Factor | 1.6346 | 1.932 | 0.8629 | 0.975 | 0.9562 | 1.0458 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Profitability (%) | 45.098 | 46.0526 | 44.1558 | 45.098 | 46.0526 | 44.1558 |
Ratio Avg Win / Avg Loss | 1.9899 | 2.2632 | 1.0913 | 1.1869 | 1.1202 | 1.3227 |
Largest Winning Trade | 540034 | 540034 | 14478 | 588028 | 588028 | 97124 |
Largest Losing Trade | -43087 | -43087 | -15490 | -302950 | -302950 | -69627 |
Avg Bars in Trades | 69 | 124 | 14 | 69 | 124 | 14 |
Avg Bars in Winners | 87 | 155 | 17 | 87 | 155 | 17 |
Avg Bars in Losers | 54 | 98 | 12 | 54 | 98 | 12 |
Bars Traded | 10609 | 9478 | 1131 | 10609 | 9478 | 1131 |
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 | 351996 | -39424 | -623064 | -580215 | -630104 | -400231 |
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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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