Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377448.1856 | 325921.4866 | 51526.6991 | 57719.7426 | 529797.5078 | -472077.7651 |
Total P&L (%) | 377.4482 | 325.9215 | 51.5267 | 57.7197 | 529.7975 | -472.0778 |
Avg Daily Profit (%) | 0.2362 | 0.2039 | 0.0322 | 0.0285 | 0.1152 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150028 | -116755 | -98164 | -650055 | -544730 | -562122 |
Profit Factor | 1.5916 | 2.067 | 1.1549 | 1.0213 | 1.445 | 0.6901 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 57.6471 | 53.4884 | 61.9048 | 57.6471 | 53.4884 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.1693 | 1.7974 | 0.7107 | 0.7503 | 1.2565 | 0.4247 |
Largest Winning Trade | 177878 | 177878 | 63695 | 376128 | 376128 | 145575 |
Largest Losing Trade | -64451 | -41124 | -64451 | -320311 | -235828 | -320311 |
Avg Bars in Trades | 106 | 80 | 133 | 106 | 80 | 133 |
Avg Bars in Winners | 123 | 93 | 150 | 123 | 93 | 150 |
Avg Bars in Losers | 84 | 66 | 106 | 84 | 66 | 106 |
Bars Traded | 9090 | 3480 | 5610 | 9090 | 3480 | 5610 |
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 | 396513 | 435142 | -201243 | -353185 | -37300 | -579191 |
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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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