Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596161.2562 | 493484.7636 | 102676.4926 | 200052.7117 | -833380.781 | 1033433.4926 |
Total P&L (%) | 596.1613 | 493.4848 | 102.6765 | 200.0527 | -833.3808 | 1033.4335 |
Avg Daily Profit (%) | 0.3229 | 0.2673 | 0.0556 | 0.0595 | 0 | 0.1316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106467 | -107479 | -76836 | -2138631 | -2297244 | -1376652 |
Profit Factor | 1.683 | 1.9627 | 1.285 | 1.0201 | 0.863 | 1.2666 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 64 | 26 | 38 | 64 | 26 | 38 |
Losing Trades | 66 | 39 | 27 | 66 | 39 | 27 |
Profitability (%) | 49.2308 | 40 | 58.4615 | 49.2308 | 40 | 58.4615 |
Ratio Avg Win / Avg Loss | 1.7356 | 2.9441 | 0.913 | 1.052 | 1.2945 | 0.9 |
Largest Winning Trade | 227509 | 227509 | 35129 | 872026 | 872026 | 498760 |
Largest Losing Trade | -60844 | -43772 | -60844 | -927913 | -569253 | -927913 |
Avg Bars in Trades | 53 | 60 | 47 | 53 | 60 | 47 |
Avg Bars in Winners | 58 | 73 | 48 | 58 | 73 | 48 |
Avg Bars in Losers | 48 | 50 | 45 | 48 | 50 | 45 |
Bars Traded | 6972 | 3902 | 3070 | 6972 | 3902 | 3070 |
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 | 443579 | -123922 | -250923 | -311829 | -714958 | -149333 |
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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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