Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225386.3703 | 149076.1046 | 76310.2657 | 373726.3442 | 359850.2669 | 13876.0774 |
Total P&L (%) | 225.3864 | 149.0761 | 76.3103 | 373.7263 | 359.8503 | 13.8761 |
Avg Daily Profit (%) | 0.4327 | 0.2862 | 0.1465 | 0.2991 | 0.2934 | 0.025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66529 | -36324 | -43573 | -508137 | -177956 | -340093 |
Profit Factor | 1.7309 | 1.9644 | 1.4962 | 1.3058 | 1.6538 | 1.0207 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 42.1053 | 38.5965 | 45.614 | 42.1053 | 38.5965 | 45.614 |
Ratio Avg Win / Avg Loss | 2.38 | 3.1252 | 1.7839 | 1.7955 | 2.631 | 1.2169 |
Largest Winning Trade | 56125 | 56125 | 27334 | 205683 | 205683 | 133916 |
Largest Losing Trade | -15355 | -13469 | -15355 | -150766 | -111946 | -150766 |
Avg Bars in Trades | 216 | 202 | 230 | 216 | 202 | 230 |
Avg Bars in Winners | 335 | 325 | 343 | 335 | 325 | 343 |
Avg Bars in Losers | 130 | 125 | 136 | 130 | 125 | 136 |
Bars Traded | 24726 | 11563 | 13163 | 24726 | 11563 | 13163 |
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 | 343982 | -173247 | -177386 | 229046 | -173785 | -584856 |
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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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