Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384064.184 | 350610.89 | 33453.294 | -22839.8655 | 57952.4741 | -80792.3396 |
Total P&L (%) | 384.0642 | 350.6109 | 33.4533 | -22.8399 | 57.9525 | -80.7923 |
Avg Daily Profit (%) | 0.239 | 0.2182 | 0.0208 | -0.0161 | 0.0285 | -0.1026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90501 | -116385 | -71824 | -159418 | -120896 | -132533 |
Profit Factor | 1.5967 | 2.0044 | 1.1136 | 0.9666 | 1.1612 | 0.7512 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 48.1481 | 43.9024 | 52.5 | 48.1481 | 43.9024 | 52.5 |
Ratio Avg Win / Avg Loss | 1.7196 | 2.5612 | 1.0075 | 1.041 | 1.4837 | 0.6797 |
Largest Winning Trade | 237712 | 237712 | 65340 | 143571 | 143571 | 44449 |
Largest Losing Trade | -59530 | -47779 | -59530 | -121423 | -53637 | -121423 |
Avg Bars in Trades | 76 | 63 | 90 | 76 | 63 | 90 |
Avg Bars in Winners | 97 | 84 | 108 | 97 | 84 | 108 |
Avg Bars in Losers | 57 | 47 | 69 | 57 | 47 | 69 |
Bars Traded | 6224 | 2617 | 3607 | 6224 | 2617 | 3607 |
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 | -6034 | 332996 | -263087 | -596109 | -201233 | -580425 |
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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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