Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913995.7506 | 1074337.382 | -160341.6313 | -99032.2624 | -38791.5416 | -60240.7208 |
Total P&L (%) | 913.9958 | 1074.3374 | -160.3416 | -99.0323 | -38.7915 | -60.2407 |
Avg Daily Profit (%) | 0.386 | 0.4537 | -0.0677 | -0.1957 | -0.0207 | -0.0389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -294808 | -168738 | -308840 | -102952 | -55927 | -80331 |
Profit Factor | 1.6297 | 2.7168 | 0.8058 | 0.6395 | 0.6854 | 0.6021 |
Total Trades | 349 | 175 | 174 | 349 | 175 | 174 |
Winning Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Losing Trades | 180 | 91 | 89 | 180 | 91 | 89 |
Profitability (%) | 48.4241 | 48 | 48.8506 | 48.4241 | 48 | 48.8506 |
Ratio Avg Win / Avg Loss | 1.7358 | 2.9432 | 0.8437 | 0.6811 | 0.7425 | 0.6304 |
Largest Winning Trade | 1238268 | 1238268 | 59219 | 33068 | 26092 | 33068 |
Largest Losing Trade | -79407 | -42060 | -79407 | -26757 | -21934 | -26757 |
Avg Bars in Trades | 39 | 34 | 44 | 39 | 34 | 44 |
Avg Bars in Winners | 46 | 36 | 56 | 46 | 36 | 56 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 13883 | 6115 | 7768 | 13883 | 6115 | 7768 |
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 | 501301 | 539033 | -580869 | -579566 | -581194 | -580869 |
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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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