Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605697.9617 | 612864.4173 | -7166.4556 | -56925.7717 | 92579.7857 | -149505.5574 |
Total P&L (%) | 605.698 | 612.8644 | -7.1665 | -56.9258 | 92.5798 | -149.5056 |
Avg Daily Profit (%) | 0.2499 | 0.2529 | -0.003 | -0.0348 | 0.027 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191935 | -163676 | -123134 | -544730 | -389270 | -203002 |
Profit Factor | 1.5471 | 1.7657 | 0.9766 | 0.9531 | 1.107 | 0.5719 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 41.4013 | 35.8974 | 46.8354 | 41.4013 | 35.8974 | 46.8354 |
Ratio Avg Win / Avg Loss | 2.1898 | 3.1531 | 1.1086 | 1.3491 | 1.9767 | 0.6492 |
Largest Winning Trade | 330866 | 330866 | 29915 | 198886 | 198886 | 38587 |
Largest Losing Trade | -43677 | -39757 | -43677 | -137478 | -137478 | -57881 |
Avg Bars in Trades | 90 | 141 | 39 | 90 | 141 | 39 |
Avg Bars in Winners | 114 | 202 | 47 | 114 | 202 | 47 |
Avg Bars in Losers | 73 | 107 | 32 | 73 | 107 | 32 |
Bars Traded | 14177 | 11040 | 3136 | 14177 | 11040 | 3136 |
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 | 311346 | -28104 | -607300 | -581632 | -298451 | -608966 |
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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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