Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500088.989 | 432608.0961 | 67480.8929 | 178091.0873 | 292806.1592 | -114715.0718 |
Total P&L (%) | 500.089 | 432.6081 | 67.4809 | 178.0911 | 292.8062 | -114.7151 |
Avg Daily Profit (%) | 0.3112 | 0.2692 | 0.042 | 0.0637 | 0.0852 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142847 | -111568 | -75817 | -339086 | -356588 | -237635 |
Profit Factor | 1.7834 | 2.2238 | 1.2369 | 1.109 | 1.3323 | 0.8475 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 49.6124 | 43.0769 | 56.25 | 49.6124 | 43.0769 | 56.25 |
Ratio Avg Win / Avg Loss | 1.8113 | 2.9386 | 0.962 | 1.1264 | 1.7606 | 0.6592 |
Largest Winning Trade | 289187 | 289187 | 63721 | 289187 | 289187 | 103595 |
Largest Losing Trade | -40303 | -32151 | -40303 | -148918 | -148918 | -99716 |
Avg Bars in Trades | 35 | 33 | 36 | 35 | 33 | 36 |
Avg Bars in Winners | 43 | 41 | 44 | 43 | 41 | 44 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 4535 | 2197 | 2338 | 4535 | 2197 | 2338 |
Profit Streak | 0 | 0 | 26.4418 | 0 | 0 | 26.4418 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452219 | -122205 | -276306 | -208330 | -212500 | -718131 |
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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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