Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349477.6745 | 213850.5281 | 135627.1464 | -1333.2622 | -167197.3719 | 165864.1097 |
Total P&L (%) | 349.4777 | 213.8505 | 135.6271 | -1.3333 | -167.1974 | 165.8641 |
Avg Daily Profit (%) | 0.1931 | 0.1182 | 0.075 | -0.0007 | 0 | 0.0541 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230398 | -148512 | -137754 | -1889445 | -797976 | -1346935 |
Profit Factor | 1.5276 | 1.6716 | 1.3943 | 0.9996 | 0.849 | 1.0792 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 65 | 39 | 26 | 65 | 39 | 26 |
Profitability (%) | 47.1545 | 37.0968 | 57.377 | 47.1545 | 37.0968 | 57.377 |
Ratio Avg Win / Avg Loss | 1.7119 | 2.8344 | 1.0357 | 1.1202 | 1.4396 | 0.8017 |
Largest Winning Trade | 179948 | 179948 | 71685 | 547779 | 335914 | 547779 |
Largest Losing Trade | -72887 | -34522 | -72887 | -996943 | -296263 | -996943 |
Avg Bars in Trades | 28 | 20 | 37 | 28 | 20 | 37 |
Avg Bars in Winners | 38 | 30 | 44 | 38 | 30 | 44 |
Avg Bars in Losers | 20 | 14 | 28 | 20 | 14 | 28 |
Bars Traded | 3555 | 1270 | 2285 | 3555 | 1270 | 2285 |
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 | 347237 | -191262 | -252933 | -579613 | -738309 | -416483 |
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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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