Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477447.1765 | 394242.0243 | 83205.1522 | 497187.6303 | -4233.1624 | 501420.7927 |
Total P&L (%) | 477.4472 | 394.242 | 83.2052 | 497.1876 | -4.2332 | 501.4208 |
Avg Daily Profit (%) | 0.2292 | 0.1892 | 0.0399 | 0.0858 | -0.0021 | 0.0862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99145 | -80912 | -111974 | -1249531 | -1199910 | -592483 |
Profit Factor | 1.788 | 2.234 | 1.2905 | 1.092 | 0.9987 | 1.2334 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 41.9643 | 37.5 | 46.4286 | 41.9643 | 37.5 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.4728 | 3.7234 | 1.489 | 1.5102 | 1.6645 | 1.4231 |
Largest Winning Trade | 241165 | 241165 | 70007 | 641636 | 641636 | 387357 |
Largest Losing Trade | -31310 | -24201 | -31310 | -434406 | -337846 | -434406 |
Avg Bars in Trades | 220 | 203 | 237 | 220 | 203 | 237 |
Avg Bars in Winners | 347 | 357 | 338 | 347 | 357 | 338 |
Avg Bars in Losers | 129 | 111 | 149 | 129 | 111 | 149 |
Bars Traded | 24708 | 11412 | 13296 | 24708 | 11412 | 13296 |
Profit Streak | 0 | 0 | 29.5572 | 0 | 0 | 29.5572 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303630 | -173413 | -320432 | -199435 | -763194 | -258743 |
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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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