Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575175.5266 | 672086.9161 | -96911.3895 | -121763.976 | -75415.1311 | -46348.8448 |
Total P&L (%) | 575.1755 | 672.0869 | -96.9114 | -121.764 | -75.4151 | -46.3488 |
Avg Daily Profit (%) | 0.2445 | 0.2858 | -0.0412 | 0 | -0.0596 | -0.0265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160019 | -94087 | -217582 | -476476 | -239769 | -299867 |
Profit Factor | 1.627 | 2.9932 | 0.833 | 0.8854 | 0.8277 | 0.9258 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 42 | 20 | 22 | 43 | 24 | 19 |
Losing Trades | 45 | 24 | 21 | 44 | 20 | 24 |
Profitability (%) | 48.2759 | 45.4545 | 51.1628 | 49.4253 | 54.5455 | 44.186 |
Ratio Avg Win / Avg Loss | 1.7432 | 3.5918 | 0.7951 | 0.906 | 0.6898 | 1.1694 |
Largest Winning Trade | 551879 | 551879 | 69117 | 172379 | 55470 | 172379 |
Largest Losing Trade | -132783 | -36107 | -132783 | -100443 | -97515 | -100443 |
Avg Bars in Trades | 49 | 45 | 54 | 49 | 45 | 54 |
Avg Bars in Winners | 59 | 51 | 66 | 41 | 40 | 43 |
Avg Bars in Losers | 40 | 39 | 41 | 57 | 50 | 63 |
Bars Traded | 4330 | 1987 | 2343 | 4330 | 1987 | 2343 |
Profit Streak | 0 | 0 | 0 | 125.788 | 125.788 | 167.288 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398183 | 460021 | -580576 | -579383 | -579171 | -579967 |
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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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