Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678181.082 | 666751.0301 | 11430.0518 | -88892.9309 | 444536.3783 | -533429.3092 |
Total P&L (%) | 678.1811 | 666.751 | 11.4301 | -88.8929 | 444.5364 | -533.4293 |
Avg Daily Profit (%) | 0.367 | 0.3609 | 0.0062 | -0.1189 | 0.0918 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154132 | -110015 | -94808 | -942544 | -128034 | -848742 |
Profit Factor | 2.1907 | 3.2003 | 1.0429 | 0.9219 | 3.1647 | 0.428 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 36.8421 | 31.5789 | 42.1053 | 36.8421 | 31.5789 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.7555 | 6.934 | 1.434 | 1.5804 | 6.8568 | 0.5885 |
Largest Winning Trade | 690997 | 690997 | 47191 | 565990 | 565990 | 305751 |
Largest Losing Trade | -94808 | -55899 | -94808 | -848742 | -58435 | -848742 |
Avg Bars in Trades | 68 | 55 | 82 | 68 | 55 | 82 |
Avg Bars in Winners | 109 | 82 | 129 | 109 | 82 | 129 |
Avg Bars in Losers | 45 | 42 | 48 | 45 | 42 | 48 |
Bars Traded | 5235 | 2103 | 3132 | 5235 | 2103 | 3132 |
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 | -45260 | 301624 | -482258 | -636894 | -71554 | -583835 |
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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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