Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348412.4167 | 236853.1162 | 111559.3004 | 185626.7912 | 198924.4343 | -13297.6431 |
Total P&L (%) | 348.4124 | 236.8531 | 111.5593 | 185.6268 | 198.9244 | -13.2976 |
Avg Daily Profit (%) | 0.256 | 0.174 | 0.082 | 0.0771 | 0.0805 | -0.0105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116872 | -85927 | -80839 | -202991 | -190907 | -210910 |
Profit Factor | 1.4795 | 1.6589 | 1.3039 | 1.1593 | 1.3607 | 0.9783 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Profitability (%) | 43.2836 | 35.8209 | 50.7463 | 43.2836 | 35.8209 | 50.7463 |
Ratio Avg Win / Avg Loss | 1.9387 | 2.9722 | 1.2655 | 1.5191 | 2.4378 | 0.9496 |
Largest Winning Trade | 135681 | 135681 | 50960 | 125296 | 125296 | 80917 |
Largest Losing Trade | -43790 | -19928 | -43790 | -69120 | -41117 | -69120 |
Avg Bars in Trades | 39 | 37 | 42 | 39 | 37 | 42 |
Avg Bars in Winners | 62 | 63 | 60 | 62 | 63 | 60 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 5355 | 2490 | 2865 | 5355 | 2490 | 2865 |
Profit Streak | 24.0414 | 37.2914 | 24.0414 | 24.0414 | 37.2914 | 24.0414 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329935 | -111386 | -199465 | -135371 | -205868 | -696816 |
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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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