Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485198.6624 | 593615.651 | -108416.9886 | -93316.9154 | -24421.9456 | -68894.9698 |
Total P&L (%) | 485.1987 | 593.6157 | -108.417 | -93.3169 | -24.4219 | -68.895 |
Avg Daily Profit (%) | 0.2032 | 0.2486 | -0.0454 | -0.1133 | -0.0117 | -0.0489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181976 | -130207 | -219324 | -107635 | -62862 | -111498 |
Profit Factor | 1.3861 | 1.9747 | 0.8326 | 0.786 | 0.8964 | 0.656 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Losing Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Profitability (%) | 44.8718 | 50 | 39.7436 | 44.8718 | 50 | 39.7436 |
Ratio Avg Win / Avg Loss | 1.7029 | 1.9747 | 1.2623 | 0.9656 | 0.8964 | 0.9946 |
Largest Winning Trade | 592270 | 592270 | 66533 | 93236 | 93236 | 44507 |
Largest Losing Trade | -41740 | -41740 | -37664 | -34261 | -28627 | -34261 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 41 | 33 | 51 | 41 | 33 | 51 |
Avg Bars in Losers | 19 | 16 | 21 | 19 | 16 | 21 |
Bars Traded | 4561 | 1961 | 2600 | 4561 | 1961 | 2600 |
Profit Streak | 0 | 0 | 22.1673 | 0 | 0 | 22.1673 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304941 | -21975 | -617009 | -581677 | -614958 | -618676 |
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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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