Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552880.0212 | 535121.1068 | 17758.9144 | 8013.623 | 182350.353 | -174336.7301 |
Total P&L (%) | 552.88 | 535.1211 | 17.7589 | 8.0136 | 182.3504 | -174.3367 |
Avg Daily Profit (%) | 0.2294 | 0.222 | 0.0074 | 0.0032 | 0.0431 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170832 | -106999 | -228632 | -253951 | -176420 | -416556 |
Profit Factor | 1.5069 | 1.9917 | 1.0322 | 1.0061 | 1.3068 | 0.7594 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 42.6752 | 41.0256 | 44.3038 | 42.6752 | 41.0256 | 44.3038 |
Ratio Avg Win / Avg Loss | 2.0241 | 2.8631 | 1.2976 | 1.3514 | 1.8785 | 0.9547 |
Largest Winning Trade | 308366 | 308366 | 55300 | 144427 | 144427 | 89673 |
Largest Losing Trade | -54857 | -34613 | -54857 | -161415 | -85994 | -161415 |
Avg Bars in Trades | 45 | 43 | 46 | 45 | 43 | 46 |
Avg Bars in Winners | 63 | 63 | 63 | 63 | 63 | 63 |
Avg Bars in Losers | 32 | 30 | 34 | 32 | 30 | 34 |
Bars Traded | 7129 | 3424 | 3705 | 7129 | 3424 | 3705 |
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 | 314004 | -25937 | -405623 | -570189 | -172079 | -609951 |
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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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