Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631220.589 | 607875.3392 | 23345.2498 | -27763.1686 | -70185.443 | 42422.2744 |
Total P&L (%) | 631.2206 | 607.8753 | 23.3453 | -27.7632 | -70.1854 | 42.4223 |
Avg Daily Profit (%) | 0.3339 | 0.3216 | 0.0123 | -0.0172 | -0.064 | 0.0187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237670 | -189572 | -95855 | -998361 | -760148 | -481443 |
Profit Factor | 1.6786 | 2.0699 | 1.0645 | 0.9905 | 0.9619 | 1.039 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 47.2727 | 41.4634 | 53.012 | 47.2727 | 41.4634 | 53.012 |
Ratio Avg Win / Avg Loss | 1.8723 | 2.9222 | 0.9435 | 1.1048 | 1.358 | 0.9209 |
Largest Winning Trade | 663777 | 663777 | 31155 | 602839 | 602839 | 201643 |
Largest Losing Trade | -36124 | -36124 | -33756 | -276845 | -276845 | -237068 |
Avg Bars in Trades | 134 | 218 | 50 | 134 | 218 | 50 |
Avg Bars in Winners | 158 | 291 | 56 | 158 | 291 | 56 |
Avg Bars in Losers | 112 | 166 | 45 | 112 | 166 | 45 |
Bars Traded | 22150 | 17925 | 4225 | 22150 | 17925 | 4225 |
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 | 437979 | 188421 | -332189 | -579307 | -586889 | -349129 |
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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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