Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309636.4769 | 353985.902 | -44349.425 | -73603.1025 | 55754.8769 | -129357.9795 |
Total P&L (%) | 309.6365 | 353.9859 | -44.3494 | -73.6031 | 55.7549 | -129.358 |
Avg Daily Profit (%) | 0.1665 | 0.1904 | -0.0238 | -0.0716 | 0.0238 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206811 | -211767 | -76601 | -438630 | -425207 | -182528 |
Profit Factor | 1.3138 | 1.4896 | 0.8317 | 0.9365 | 1.0664 | 0.5945 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 50.9677 | 49.3506 | 52.5641 | 50.9677 | 49.3506 | 52.5641 |
Ratio Avg Win / Avg Loss | 1.2639 | 1.5288 | 0.7506 | 0.9009 | 1.0945 | 0.5365 |
Largest Winning Trade | 159597 | 159597 | 19932 | 233228 | 233228 | 33394 |
Largest Losing Trade | -70362 | -70362 | -30268 | -316926 | -316926 | -69797 |
Avg Bars in Trades | 137 | 263 | 14 | 137 | 263 | 14 |
Avg Bars in Winners | 119 | 232 | 14 | 119 | 232 | 14 |
Avg Bars in Losers | 157 | 293 | 13 | 157 | 293 | 13 |
Bars Traded | 21378 | 20274 | 1104 | 21378 | 20274 | 1104 |
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 | 303872 | -32318 | -614625 | -579840 | -351671 | -614625 |
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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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