Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539955.314 | 512073.5299 | 27881.784 | 52637.2396 | 217694.0751 | -165056.8355 |
Total P&L (%) | 539.9553 | 512.0735 | 27.8818 | 52.6372 | 217.6941 | -165.0568 |
Avg Daily Profit (%) | 0.2885 | 0.2736 | 0.0149 | 0.0226 | 0.0618 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179708 | -111448 | -95134 | -618528 | -383819 | -364691 |
Profit Factor | 1.7584 | 2.3152 | 1.0864 | 1.0311 | 1.245 | 0.7942 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 42.0635 | 38.0952 | 46.0317 | 42.0635 | 38.0952 | 46.0317 |
Ratio Avg Win / Avg Loss | 2.4219 | 3.7622 | 1.2737 | 1.4202 | 2.0231 | 0.9311 |
Largest Winning Trade | 494510 | 494510 | 48176 | 577152 | 577152 | 72435 |
Largest Losing Trade | -43867 | -33002 | -43867 | -203585 | -124924 | -203585 |
Avg Bars in Trades | 87 | 86 | 88 | 87 | 86 | 88 |
Avg Bars in Winners | 136 | 143 | 131 | 136 | 143 | 131 |
Avg Bars in Losers | 52 | 52 | 52 | 52 | 52 | 52 |
Bars Traded | 11067 | 5477 | 5590 | 11067 | 5477 | 5590 |
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 | 337541 | -138512 | -449931 | -352861 | -261149 | -729001 |
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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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