Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678953.0826 | 661863.1237 | 17089.959 | 389158.1385 | 494594.7079 | -105436.5694 |
Total P&L (%) | 678.9531 | 661.8631 | 17.09 | 389.1581 | 494.5947 | -105.4366 |
Avg Daily Profit (%) | 0.375 | 0.3655 | 0.0094 | 0.0877 | 0.0985 | 0 |
Buy And Hold Return (%) | 133.296 | 133.296 | 133.296 | 133.296 | 133.296 | 133.296 |
Max Trade Drawdown | -103643 | -78026 | -52192 | -831971 | -611848 | -363690 |
Profit Factor | 2.0513 | 3.1285 | 1.051 | 1.1749 | 1.4125 | 0.8973 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 38.5542 | 36.5854 | 40.4762 | 38.5542 | 36.5854 | 40.4762 |
Ratio Avg Win / Avg Loss | 3.2692 | 5.4227 | 1.5456 | 1.8725 | 2.4483 | 1.3195 |
Largest Winning Trade | 211988 | 211988 | 76848 | 639802 | 639802 | 208532 |
Largest Losing Trade | -73519 | -29489 | -73519 | -254399 | -254399 | -168153 |
Avg Bars in Trades | 125 | 120 | 130 | 125 | 120 | 130 |
Avg Bars in Winners | 225 | 239 | 213 | 225 | 239 | 213 |
Avg Bars in Losers | 62 | 51 | 73 | 62 | 51 | 73 |
Bars Traded | 10399 | 4931 | 5468 | 10399 | 4931 | 5468 |
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 | 231579 | 319872 | -512939 | -111812 | -67245 | -582771 |
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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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