Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353357.7182 | 107379.179 | 245978.5391 | 924359.4842 | 161818.7848 | 762540.6994 |
Total P&L (%) | 353.3577 | 107.3792 | 245.9785 | 924.3595 | 161.8188 | 762.5407 |
Avg Daily Profit (%) | 0.2019 | 0.0614 | 0.1406 | 0.133 | 0.055 | 0.1232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86239 | -80894 | -36418 | -417791 | -616512 | -281642 |
Profit Factor | 1.9846 | 1.4479 | 3.0642 | 1.4067 | 1.1135 | 1.8999 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 55.814 | 48.8372 | 62.7907 | 55.814 | 48.8372 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.5711 | 1.5169 | 1.8158 | 1.1136 | 1.1666 | 1.1259 |
Largest Winning Trade | 65867 | 58131 | 65867 | 374700 | 300671 | 374700 |
Largest Losing Trade | -31895 | -31895 | -17498 | -214278 | -214278 | -196766 |
Avg Bars in Trades | 37 | 26 | 48 | 37 | 26 | 48 |
Avg Bars in Winners | 52 | 38 | 62 | 52 | 38 | 62 |
Avg Bars in Losers | 19 | 16 | 23 | 19 | 16 | 23 |
Bars Traded | 3225 | 1156 | 2069 | 3225 | 1156 | 2069 |
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 | 446090 | -109017 | 78070 | -13283 | -215226 | -23915 |
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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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