Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585821.097 | 594006.6635 | -8185.5665 | -59313.9941 | 38684.9491 | -97998.9432 |
Total P&L (%) | 585.8211 | 594.0067 | -8.1856 | -59.314 | 38.6849 | -97.9989 |
Avg Daily Profit (%) | 0.3153 | 0.3197 | -0.0044 | -0.0484 | 0.0176 | -0.2103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175114 | -193956 | -88881 | -752473 | -681699 | -255013 |
Profit Factor | 1.5781 | 1.9252 | 0.978 | 0.9716 | 1.028 | 0.8618 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Profitability (%) | 38.6503 | 35.8025 | 41.4634 | 38.6503 | 35.8025 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.5049 | 3.452 | 1.3806 | 1.5422 | 1.8434 | 1.2167 |
Largest Winning Trade | 611713 | 611713 | 36518 | 649667 | 649667 | 74475 |
Largest Losing Trade | -38747 | -38747 | -29479 | -223726 | -223726 | -167583 |
Avg Bars in Trades | 134 | 204 | 65 | 134 | 204 | 65 |
Avg Bars in Winners | 174 | 292 | 74 | 174 | 292 | 74 |
Avg Bars in Losers | 109 | 155 | 59 | 109 | 155 | 59 |
Bars Traded | 21968 | 16578 | 5390 | 21968 | 16578 | 5390 |
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 | 300881 | -4762 | -586889 | -581560 | -377742 | -586889 |
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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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