Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573543.9063 | 606470.5955 | -32926.6892 | -87886.4336 | -54208.1622 | -33678.2714 |
Total P&L (%) | 573.5439 | 606.4706 | -32.9267 | -87.8864 | -54.2082 | -33.6783 |
Avg Daily Profit (%) | 0.2439 | 0.2579 | -0.014 | -0.0897 | -0.0332 | -0.0175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168535 | -125094 | -176226 | -96131 | -84900 | -67656 |
Profit Factor | 1.4992 | 1.837 | 0.9224 | 0.7977 | 0.8157 | 0.7601 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 71 | 29 | 42 | 71 | 29 | 42 |
Losing Trades | 88 | 51 | 37 | 88 | 51 | 37 |
Profitability (%) | 44.6541 | 36.25 | 53.1646 | 44.6541 | 36.25 | 53.1646 |
Ratio Avg Win / Avg Loss | 1.8582 | 3.2305 | 0.8126 | 0.9887 | 1.4345 | 0.6696 |
Largest Winning Trade | 323169 | 323169 | 41586 | 63197 | 63197 | 16061 |
Largest Losing Trade | -77494 | -60574 | -77494 | -44776 | -44776 | -29823 |
Avg Bars in Trades | 29 | 39 | 18 | 29 | 39 | 18 |
Avg Bars in Winners | 30 | 45 | 19 | 30 | 45 | 19 |
Avg Bars in Losers | 28 | 36 | 16 | 28 | 36 | 16 |
Bars Traded | 4617 | 3185 | 1432 | 4617 | 3185 | 1432 |
Profit Streak | 0 | 0 | 73.1383 | 0 | 0 | 73.1383 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354846 | -12787 | -606490 | -581746 | -603916 | -606490 |
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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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