Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753353.8805 | 742269.2268 | 11084.6537 | 17817.4868 | 254639.3561 | -236821.8693 |
Total P&L (%) | 753.3539 | 742.2692 | 11.0847 | 17.8175 | 254.6394 | -236.8219 |
Avg Daily Profit (%) | 0.3926 | 0.3868 | 0.0058 | 0.0085 | 0.066 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -280169 | -200400 | -94886 | -2295854 | -1581737 | -989565 |
Profit Factor | 1.8698 | 2.638 | 1.0268 | 1.0034 | 1.1023 | 0.9135 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 58 | 22 | 36 | 58 | 22 | 36 |
Losing Trades | 105 | 59 | 46 | 105 | 59 | 46 |
Profitability (%) | 35.5828 | 27.1605 | 43.9024 | 35.5828 | 27.1605 | 43.9024 |
Ratio Avg Win / Avg Loss | 3.385 | 7.0747 | 1.3121 | 1.8165 | 2.9561 | 1.1673 |
Largest Winning Trade | 705912 | 705912 | 48931 | 846133 | 846133 | 571236 |
Largest Losing Trade | -38893 | -38893 | -30645 | -670114 | -316902 | -670114 |
Avg Bars in Trades | 68 | 89 | 47 | 68 | 89 | 47 |
Avg Bars in Winners | 100 | 168 | 59 | 100 | 168 | 59 |
Avg Bars in Losers | 50 | 59 | 39 | 50 | 59 | 39 |
Bars Traded | 11145 | 7210 | 3934 | 11145 | 7210 | 3934 |
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 | 305280 | -17584 | -514967 | -410176 | -243988 | -585940 |
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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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