Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618326.7878 | 490563.8524 | 127762.9354 | 856128.1049 | -315942.0598 | 1172070.1646 |
Total P&L (%) | 618.3268 | 490.5639 | 127.7629 | 856.1281 | -315.9421 | 1172.0702 |
Avg Daily Profit (%) | 0.2968 | 0.2355 | 0.0613 | 0.1084 | 0 | 0.1222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149618 | -81734 | -171559 | -1372427 | -1361025 | -584232 |
Profit Factor | 1.847 | 2.3241 | 1.3553 | 1.2288 | 0.8609 | 1.7966 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 43.3962 | 37.7358 | 49.0566 | 43.3962 | 37.7358 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.4091 | 3.8348 | 1.4075 | 1.6027 | 1.4204 | 1.8657 |
Largest Winning Trade | 234621 | 234621 | 66851 | 738621 | 738621 | 587341 |
Largest Losing Trade | -31280 | -31280 | -27746 | -426389 | -329172 | -426389 |
Avg Bars in Trades | 230 | 206 | 254 | 230 | 206 | 254 |
Avg Bars in Winners | 364 | 334 | 388 | 364 | 334 | 388 |
Avg Bars in Losers | 128 | 129 | 126 | 128 | 129 | 126 |
Bars Traded | 24464 | 10957 | 13507 | 24464 | 10957 | 13507 |
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 | 363016 | -172474 | -291038 | -49342 | -763936 | -206537 |
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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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