Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575609.0648 | 584839.3593 | -9230.2945 | -1939.3611 | 392010.9279 | -393950.289 |
Total P&L (%) | 575.6091 | 584.8394 | -9.2303 | -1.9394 | 392.0109 | -393.9503 |
Avg Daily Profit (%) | 0.3071 | 0.312 | -0.0049 | -0.001 | 0.085 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220381 | -155089 | -127268 | -1365315 | -727495 | -703583 |
Profit Factor | 1.8662 | 2.7514 | 0.9721 | 0.999 | 1.412 | 0.5816 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 39.0625 | 39.0625 | 39.0625 | 39.0625 | 39.0625 | 39.0625 |
Ratio Avg Win / Avg Loss | 2.9112 | 4.2921 | 1.5164 | 1.5584 | 2.2028 | 0.9072 |
Largest Winning Trade | 629727 | 629727 | 53193 | 891807 | 891807 | 214063 |
Largest Losing Trade | -52817 | -52817 | -29906 | -426222 | -368102 | -426222 |
Avg Bars in Trades | 84 | 75 | 94 | 84 | 75 | 94 |
Avg Bars in Winners | 114 | 112 | 117 | 114 | 112 | 117 |
Avg Bars in Losers | 65 | 51 | 79 | 65 | 51 | 79 |
Bars Traded | 10829 | 4808 | 6021 | 10829 | 4808 | 6021 |
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 | 308906 | -129466 | -721711 | -581914 | -221256 | -724489 |
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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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