Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1940599.2102 | 2022593.3349 | -81994.1247 | -67879.0617 | 333631.6301 | -401510.6918 |
Total P&L (%) | 1940.5992 | 2022.5933 | -81.9941 | -67.8791 | 333.6316 | -401.5107 |
Avg Daily Profit (%) | 0.8372 | 0.8726 | -0.0354 | -0.049 | 0.0633 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228959 | -142495 | -131855 | -651341 | -276386 | -552461 |
Profit Factor | 3.0471 | 5.5363 | 0.8367 | 0.9488 | 1.6635 | 0.5121 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 71 | 41 | 30 | 71 | 41 | 30 |
Profitability (%) | 45.8015 | 37.8788 | 53.8462 | 45.8015 | 37.8788 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.6058 | 9.0795 | 0.7172 | 1.1227 | 2.7282 | 0.439 |
Largest Winning Trade | 1915183 | 1915183 | 78222 | 364294 | 364294 | 123907 |
Largest Losing Trade | -77679 | -40923 | -77679 | -451292 | -98564 | -451292 |
Avg Bars in Trades | 64 | 56 | 73 | 64 | 56 | 73 |
Avg Bars in Winners | 86 | 91 | 83 | 86 | 91 | 83 |
Avg Bars in Losers | 45 | 34 | 61 | 45 | 34 | 61 |
Bars Traded | 8462 | 3698 | 4764 | 8462 | 3698 | 4764 |
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 | 638413 | -107754 | -711959 | -580396 | -234416 | -711959 |
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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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