Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523692.4946 | 426569.1257 | 97123.3689 | 509792.2458 | 579240.5663 | -69448.3205 |
Total P&L (%) | 523.6925 | 426.5691 | 97.1234 | 509.7922 | 579.2406 | -69.4483 |
Avg Daily Profit (%) | 0.2378 | 0.1937 | 0.0441 | 0.0821 | 0.087 | -0.0538 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168264 | -111438 | -133073 | -1184522 | -480103 | -847769 |
Profit Factor | 1.6519 | 1.9869 | 1.2617 | 1.1384 | 1.304 | 0.9609 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 46.2121 | 40.9091 | 51.5152 | 46.2121 | 40.9091 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.9227 | 2.8699 | 1.1875 | 1.325 | 1.8835 | 0.9044 |
Largest Winning Trade | 161761 | 161761 | 53830 | 387323 | 285213 | 387323 |
Largest Losing Trade | -39106 | -33559 | -39106 | -399377 | -399377 | -365997 |
Avg Bars in Trades | 98 | 112 | 83 | 98 | 112 | 83 |
Avg Bars in Winners | 115 | 130 | 104 | 115 | 130 | 104 |
Avg Bars in Losers | 83 | 101 | 62 | 83 | 101 | 62 |
Bars Traded | 12991 | 7449 | 5542 | 12991 | 7449 | 5542 |
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 | 373163 | -116651 | -258149 | -152308 | -203145 | -704761 |
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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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