Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638309.4598 | 709490.9949 | -71181.5351 | -80495.8632 | 271136.2135 | -351632.0767 |
Total P&L (%) | 638.3095 | 709.491 | -71.1815 | -80.4959 | 271.1362 | -351.6321 |
Avg Daily Profit (%) | 0.3349 | 0.3722 | -0.0373 | -0.0857 | 0.0688 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -273262 | -218374 | -92004 | -1134731 | -825864 | -377306 |
Profit Factor | 1.7602 | 2.2288 | 0.7286 | 0.959 | 1.1957 | 0.3913 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 41.4634 | 36.0656 | 46.7742 | 41.4634 | 36.0656 | 46.7742 |
Ratio Avg Win / Avg Loss | 2.485 | 3.951 | 0.829 | 1.3539 | 2.1196 | 0.4452 |
Largest Winning Trade | 774547 | 774547 | 20774 | 654224 | 654224 | 38965 |
Largest Losing Trade | -40309 | -38171 | -40309 | -380835 | -380835 | -133580 |
Avg Bars in Trades | 178 | 326 | 34 | 178 | 326 | 34 |
Avg Bars in Winners | 234 | 500 | 32 | 234 | 500 | 32 |
Avg Bars in Losers | 139 | 227 | 35 | 139 | 227 | 35 |
Bars Traded | 22002 | 19891 | 2111 | 22002 | 19891 | 2111 |
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 | 343249 | -153625 | -736212 | -582104 | -272593 | -736212 |
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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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