Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895593.4638 | 832676.0742 | 62917.3896 | 1278907.3424 | 1520988.8976 | -242081.5552 |
Total P&L (%) | 895.5935 | 832.6761 | 62.9174 | 1278.9073 | 1520.9889 | -242.0816 |
Avg Daily Profit (%) | 0.4776 | 0.4441 | 0.0336 | 0.14 | 0.1487 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228678 | -95461 | -163293 | -591699 | -251643 | -340419 |
Profit Factor | 2.2325 | 3.3644 | 1.168 | 1.6257 | 2.7695 | 0.7956 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 38.5827 | 35.9375 | 41.2698 | 38.5827 | 35.9375 | 41.2698 |
Ratio Avg Win / Avg Loss | 3.5538 | 5.9974 | 1.6622 | 2.5878 | 4.937 | 1.1322 |
Largest Winning Trade | 521735 | 521735 | 66070 | 521735 | 521735 | 260570 |
Largest Losing Trade | -41111 | -30901 | -41111 | -193873 | -87606 | -193873 |
Avg Bars in Trades | 82 | 77 | 87 | 82 | 77 | 87 |
Avg Bars in Winners | 158 | 154 | 162 | 158 | 154 | 162 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 10499 | 4982 | 5517 | 10499 | 4982 | 5517 |
Profit Streak | 0 | 0 | 81.4661 | 0 | 0 | 81.4661 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380015 | -128370 | -332939 | -6715 | -133813 | -728906 |
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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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