Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297004.3826 | 116873.6165 | 180130.766 | 133749.7382 | 8698.8713 | 125050.8669 |
Total P&L (%) | 297.0044 | 116.8736 | 180.1308 | 133.7497 | 8.6989 | 125.0509 |
Avg Daily Profit (%) | 0.2011 | 0.0791 | 0.122 | 0.0575 | 0.0056 | 0.0549 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141527 | -63310 | -89960 | -598781 | -329596 | -348143 |
Profit Factor | 1.4682 | 1.3465 | 1.6066 | 1.0634 | 1.0075 | 1.1318 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 53.2787 | 50.8197 | 55.7377 | 53.2787 | 50.8197 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.2875 | 1.303 | 1.2758 | 0.9325 | 0.975 | 0.8988 |
Largest Winning Trade | 88592 | 88592 | 68101 | 207735 | 207735 | 150130 |
Largest Losing Trade | -40139 | -40139 | -31179 | -193373 | -193373 | -124686 |
Avg Bars in Trades | 46 | 32 | 61 | 46 | 32 | 61 |
Avg Bars in Winners | 46 | 23 | 67 | 46 | 23 | 67 |
Avg Bars in Losers | 47 | 41 | 53 | 47 | 41 | 53 |
Bars Traded | 5725 | 1963 | 3762 | 5725 | 1963 | 3762 |
Profit Streak | 0 | 0 | 8.6115 | 0 | 0 | 8.6115 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341688 | -248489 | -188505 | -267859 | -726586 | -356991 |
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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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