Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495744.6528 | 509538.2766 | -13793.6238 | -71752.5658 | -30164.503 | -41588.0627 |
Total P&L (%) | 495.7447 | 509.5383 | -13.7936 | -71.7526 | -30.1645 | -41.5881 |
Avg Daily Profit (%) | 0.2648 | 0.2721 | -0.0074 | -0.0675 | -0.0192 | -0.0287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215810 | -196320 | -42935 | -297789 | -278694 | -70302 |
Profit Factor | 1.6531 | 1.8046 | 0.8904 | 0.905 | 0.9508 | 0.708 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 46.3158 | 38.2979 | 54.1667 | 46.3158 | 38.2979 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.9161 | 2.9074 | 0.7534 | 1.049 | 1.5318 | 0.5991 |
Largest Winning Trade | 332048 | 332048 | 14311 | 174129 | 174129 | 29279 |
Largest Losing Trade | -79683 | -79683 | -15814 | -85563 | -85563 | -41896 |
Avg Bars in Trades | 232 | 457 | 11 | 232 | 457 | 11 |
Avg Bars in Winners | 202 | 478 | 11 | 202 | 478 | 11 |
Avg Bars in Losers | 257 | 444 | 11 | 257 | 444 | 11 |
Bars Traded | 22050 | 21499 | 551 | 22050 | 21499 | 551 |
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 | 364528 | 273876 | -579871 | -580290 | -582469 | -579871 |
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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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