Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800458.4933 | 695444.177 | 105014.3163 | 708791.1383 | 855515.551 | -146724.4127 |
Total P&L (%) | 800.4585 | 695.4442 | 105.0143 | 708.7911 | 855.5156 | -146.7244 |
Avg Daily Profit (%) | 0.4272 | 0.3711 | 0.056 | 0.1116 | 0.1205 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186079 | -97506 | -121001 | -1459371 | -796762 | -788125 |
Profit Factor | 2.227 | 3.1783 | 1.3153 | 1.2019 | 1.4703 | 0.9133 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 46.6165 | 43.2836 | 50 | 46.6165 | 43.2836 | 50 |
Ratio Avg Win / Avg Loss | 2.5503 | 4.1647 | 1.3153 | 1.3764 | 1.9266 | 0.9133 |
Largest Winning Trade | 625277 | 625277 | 40346 | 1370301 | 1370301 | 228631 |
Largest Losing Trade | -57171 | -57171 | -42394 | -301963 | -297169 | -301963 |
Avg Bars in Trades | 82 | 76 | 89 | 82 | 76 | 89 |
Avg Bars in Winners | 107 | 108 | 107 | 107 | 108 | 107 |
Avg Bars in Losers | 60 | 51 | 70 | 60 | 51 | 70 |
Bars Traded | 10983 | 5096 | 5887 | 10983 | 5096 | 5887 |
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 | 477158 | -103995 | -242085 | -45044 | -149023 | -704958 |
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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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