Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438681.3412 | 362324.7589 | 76356.5823 | 6178.9435 | -197254.9187 | 203433.8621 |
Total P&L (%) | 438.6813 | 362.3248 | 76.3566 | 6.1789 | -197.2549 | 203.4339 |
Avg Daily Profit (%) | 0.2278 | 0.1881 | 0.0396 | 0.0031 | 0 | 0.0576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189694 | -176010 | -37610 | -560359 | -548511 | -75581 |
Profit Factor | 1.6129 | 1.6216 | 1.5747 | 1.0044 | 0.8381 | 2.0221 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 55.2632 | 45.614 | 64.9123 | 55.2632 | 45.614 | 64.9123 |
Ratio Avg Win / Avg Loss | 1.3057 | 1.9334 | 0.8512 | 0.8131 | 0.9992 | 1.093 |
Largest Winning Trade | 294002 | 294002 | 39286 | 222616 | 222616 | 108470 |
Largest Losing Trade | -51909 | -51909 | -23348 | -227075 | -227075 | -65876 |
Avg Bars in Trades | 33 | 61 | 5 | 33 | 61 | 5 |
Avg Bars in Winners | 32 | 69 | 5 | 32 | 69 | 5 |
Avg Bars in Losers | 35 | 55 | 4 | 35 | 55 | 4 |
Bars Traded | 3829 | 3528 | 301 | 3829 | 3528 | 301 |
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 | 388279 | -171171 | -317694 | -570846 | -762539 | -291053 |
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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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