Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652829.5257 | 580755.1778 | 72074.3479 | 393527.5384 | 189019.258 | 204508.2804 |
Total P&L (%) | 652.8295 | 580.7552 | 72.0743 | 393.5275 | 189.0193 | 204.5083 |
Avg Daily Profit (%) | 0.3496 | 0.311 | 0.0386 | 0.0855 | 0.0569 | 0.0597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115618 | -92431 | -92759 | -346110 | -299481 | -208364 |
Profit Factor | 2.1281 | 2.9394 | 1.2581 | 1.2095 | 1.1819 | 1.2437 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 39.6947 | 31.8182 | 47.6923 | 39.6947 | 31.8182 | 47.6923 |
Ratio Avg Win / Avg Loss | 3.2331 | 6.2987 | 1.3799 | 1.8375 | 2.5327 | 1.364 |
Largest Winning Trade | 529808 | 529808 | 60437 | 335088 | 335088 | 161933 |
Largest Losing Trade | -33066 | -29519 | -33066 | -114177 | -114177 | -104860 |
Avg Bars in Trades | 82 | 65 | 98 | 82 | 65 | 98 |
Avg Bars in Winners | 151 | 143 | 156 | 151 | 143 | 156 |
Avg Bars in Losers | 36 | 29 | 46 | 36 | 29 | 46 |
Bars Traded | 10781 | 4348 | 6433 | 10781 | 4348 | 6433 |
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 | 349332 | -116929 | -274088 | -81778 | -267847 | -246104 |
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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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