Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508817.2902 | 390869.7722 | 117947.518 | 519009.9666 | 528787.4314 | -9777.4648 |
Total P&L (%) | 508.8173 | 390.8698 | 117.9475 | 519.01 | 528.7874 | -9.7775 |
Avg Daily Profit (%) | 0.3178 | 0.2441 | 0.0737 | 0.1139 | 0.1149 | -0.0064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145177 | -91263 | -97907 | -901974 | -653151 | -769884 |
Profit Factor | 1.9115 | 2.3482 | 1.4396 | 1.1529 | 1.3017 | 0.994 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 53.0864 | 48.7805 | 57.5 | 53.0864 | 48.7805 | 57.5 |
Ratio Avg Win / Avg Loss | 1.6893 | 2.4656 | 1.0641 | 1.0188 | 1.3668 | 0.7347 |
Largest Winning Trade | 207715 | 207715 | 62741 | 440798 | 440798 | 261379 |
Largest Losing Trade | -53851 | -38268 | -53851 | -394031 | -357523 | -394031 |
Avg Bars in Trades | 37 | 27 | 47 | 37 | 27 | 47 |
Avg Bars in Winners | 47 | 32 | 60 | 47 | 32 | 60 |
Avg Bars in Losers | 25 | 22 | 29 | 25 | 22 | 29 |
Bars Traded | 3030 | 1136 | 1894 | 3030 | 1136 | 1894 |
Profit Streak | 0 | 0 | 46.1869 | 0 | 0 | 46.1869 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3203 | 443152 | -92083 | -108726 | -39245 | -579220 |
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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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