Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329307.237 | 349213.7454 | -19906.5083 | -98422.88 | 133733.238 | -232156.118 |
Total P&L (%) | 329.3072 | 349.2137 | -19.9065 | -98.4229 | 133.7332 | -232.1561 |
Avg Daily Profit (%) | 0.2236 | 0.2372 | -0.0135 | -0.2814 | 0.0577 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -283994 | -142552 | -204589 | -497572 | -318277 | -349462 |
Profit Factor | 1.3617 | 1.7362 | 0.9544 | 0.904 | 1.2742 | 0.5681 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 56.4286 | 50 | 62.8571 | 56.4286 | 50 | 62.8571 |
Ratio Avg Win / Avg Loss | 1.0514 | 1.7362 | 0.5639 | 0.698 | 1.2742 | 0.3357 |
Largest Winning Trade | 359526 | 359526 | 40953 | 389622 | 389622 | 78977 |
Largest Losing Trade | -91212 | -77165 | -91212 | -349462 | -244840 | -349462 |
Avg Bars in Trades | 41 | 59 | 23 | 41 | 59 | 23 |
Avg Bars in Winners | 33 | 44 | 24 | 33 | 44 | 24 |
Avg Bars in Losers | 51 | 73 | 21 | 51 | 73 | 21 |
Bars Traded | 5768 | 4145 | 1623 | 5768 | 4145 | 1623 |
Profit Streak | 26.9607 | 28.7107 | 26.9607 | 26.9607 | 28.7107 | 26.9607 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378086 | -82687 | -672472 | -578559 | -209899 | -672472 |
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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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