Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436547.0442 | 415493.2069 | 21053.8373 | 19038.8936 | 160266.7522 | -141227.8586 |
Total P&L (%) | 436.547 | 415.4932 | 21.0538 | 19.0389 | 160.2668 | -141.2279 |
Avg Daily Profit (%) | 0.2461 | 0.2342 | 0.0119 | 0.0098 | 0.0539 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121759 | -103490 | -106043 | -265893 | -114465 | -197288 |
Profit Factor | 1.5289 | 2.0823 | 1.0477 | 1.02 | 1.418 | 0.7508 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 46.4 | 44.4444 | 48.3871 | 46.4 | 44.4444 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.7661 | 2.6029 | 1.1175 | 1.1783 | 1.7725 | 0.8009 |
Largest Winning Trade | 283441 | 283441 | 74440 | 88116 | 88116 | 64754 |
Largest Losing Trade | -61074 | -29479 | -61074 | -169831 | -43052 | -169831 |
Avg Bars in Trades | 168 | 149 | 187 | 168 | 149 | 187 |
Avg Bars in Winners | 246 | 225 | 267 | 246 | 225 | 267 |
Avg Bars in Losers | 100 | 87 | 113 | 100 | 87 | 113 |
Bars Traded | 21026 | 9389 | 11637 | 21026 | 9389 | 11637 |
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 | 343447 | -137246 | -506047 | -386790 | -268096 | -735585 |
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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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