Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629875.0615 | 670550.0668 | -40675.0053 | -76379.776 | 174789.8651 | -251169.6411 |
Total P&L (%) | 629.8751 | 670.5501 | -40.675 | -76.3798 | 174.7899 | -251.1696 |
Avg Daily Profit (%) | 0.2674 | 0.2847 | -0.0173 | -0.0612 | 0.0429 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -267316 | -231218 | -82104 | -1034849 | -800754 | -284500 |
Profit Factor | 1.9642 | 2.9017 | 0.8647 | 0.9529 | 1.1828 | 0.6233 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 44.8276 | 44.8276 | 44.8276 | 44.8276 | 44.8276 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.4175 | 3.5713 | 1.0643 | 1.1729 | 1.4557 | 0.7671 |
Largest Winning Trade | 852599 | 852599 | 56369 | 821891 | 821891 | 73898 |
Largest Losing Trade | -55335 | -55335 | -44583 | -331238 | -331238 | -112134 |
Avg Bars in Trades | 58 | 80 | 37 | 58 | 80 | 37 |
Avg Bars in Winners | 81 | 108 | 54 | 81 | 108 | 54 |
Avg Bars in Losers | 40 | 57 | 23 | 40 | 57 | 23 |
Bars Traded | 6827 | 4661 | 2166 | 6827 | 4661 | 2166 |
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 | 383087 | -167765 | -761178 | -580814 | -337121 | -762844 |
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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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