Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649103.7836 | 509664.6069 | 139439.1767 | 587187.9837 | 659119.3932 | -71931.4096 |
Total P&L (%) | 649.1038 | 509.6646 | 139.4392 | 587.188 | 659.1194 | -71.9314 |
Avg Daily Profit (%) | 0.2827 | 0.2219 | 0.0607 | 0.084 | 0.0883 | -0.0553 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170301 | -149262 | -148466 | -660718 | -449498 | -372661 |
Profit Factor | 1.569 | 1.8583 | 1.2549 | 1.2097 | 1.439 | 0.9446 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 119 | 56 | 63 | 119 | 56 | 63 |
Losing Trades | 154 | 81 | 73 | 154 | 81 | 73 |
Profitability (%) | 43.5897 | 40.8759 | 46.3235 | 43.5897 | 40.8759 | 46.3235 |
Ratio Avg Win / Avg Loss | 2.0304 | 2.6878 | 1.4541 | 1.5655 | 2.0815 | 1.0946 |
Largest Winning Trade | 280021 | 280021 | 60130 | 527397 | 527397 | 156323 |
Largest Losing Trade | -46875 | -46875 | -41674 | -335285 | -335285 | -169243 |
Avg Bars in Trades | 49 | 37 | 61 | 49 | 37 | 61 |
Avg Bars in Winners | 67 | 40 | 90 | 67 | 40 | 90 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 13417 | 5085 | 8331 | 13417 | 5085 | 8331 |
Profit Streak | 0 | 0 | 40.4212 | 0 | 0 | 40.4212 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378652 | 288458 | -112669 | -80850 | -76337 | -579747 |
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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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