Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675607.7511 | 661126.4344 | 14481.3167 | -64119.0235 | -17935.5686 | -46183.455 |
Total P&L (%) | 675.6078 | 661.1264 | 14.4813 | -64.119 | -17.9356 | -46.1835 |
Avg Daily Profit (%) | 0.2803 | 0.2743 | 0.006 | -0.0425 | -0.0082 | -0.0257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204132 | -145742 | -133557 | -199640 | -117832 | -103841 |
Profit Factor | 2.104 | 3.2134 | 1.0462 | 0.8594 | 0.9232 | 0.7922 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 50.4673 | 53.7037 | 47.1698 | 50.4673 | 53.7037 | 47.1698 |
Ratio Avg Win / Avg Loss | 2.0651 | 2.7702 | 1.1718 | 0.8434 | 0.7959 | 0.8873 |
Largest Winning Trade | 616233 | 616233 | 63664 | 89371 | 89371 | 50343 |
Largest Losing Trade | -91368 | -55546 | -91368 | -63544 | -63544 | -62845 |
Avg Bars in Trades | 65 | 48 | 82 | 65 | 48 | 82 |
Avg Bars in Winners | 95 | 63 | 132 | 95 | 63 | 132 |
Avg Bars in Losers | 34 | 30 | 37 | 34 | 30 | 37 |
Bars Traded | 6967 | 2596 | 4371 | 6967 | 2596 | 4371 |
Profit Streak | 0 | 0 | 13.468 | 0 | 0 | 13.468 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470514 | -164761 | -560907 | -580432 | -760353 | -760855 |
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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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