Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257029.793 | 277199.6755 | -20169.8825 | -35448.0094 | -25595.227 | -9852.7824 |
Total P&L (%) | 257.0298 | 277.1997 | -20.1699 | -35.448 | -25.5952 | -9.8528 |
Avg Daily Profit (%) | 0.2388 | 0.2575 | -0.0187 | -0.0407 | -0.0275 | -0.0096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217214 | -125417 | -116266 | -1037935 | -656650 | -435643 |
Profit Factor | 1.4661 | 2.0387 | 0.9291 | 0.9815 | 0.9749 | 0.989 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 46.0938 | 45.3125 | 46.875 | 46.0938 | 45.3125 | 46.875 |
Ratio Avg Win / Avg Loss | 1.7146 | 2.4605 | 1.053 | 1.1479 | 1.1765 | 1.1209 |
Largest Winning Trade | 382132 | 382132 | 41295 | 457292 | 457292 | 229131 |
Largest Losing Trade | -34431 | -20552 | -34431 | -179408 | -179408 | -128709 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 26 | 18 | 34 | 26 | 18 | 34 |
Avg Bars in Losers | 36 | 38 | 33 | 36 | 38 | 33 |
Bars Traded | 4058 | 1890 | 2168 | 4058 | 1890 | 2168 |
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 | 323379 | -129015 | -719506 | -580291 | -720114 | -719506 |
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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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