Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398662.2084 | 315440.3072 | 83221.9012 | 240315.0063 | -144611.2822 | 384926.2885 |
Total P&L (%) | 398.6622 | 315.4403 | 83.2219 | 240.315 | -144.6113 | 384.9263 |
Avg Daily Profit (%) | 0.2065 | 0.1634 | 0.0431 | 0.0634 | 0 | 0.0818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98157 | -83045 | -46606 | -590917 | -617150 | -260108 |
Profit Factor | 1.8473 | 2.2521 | 1.3808 | 1.1276 | 0.865 | 1.4744 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 47.3684 | 44.7368 | 50 | 47.3684 | 44.7368 | 50 |
Ratio Avg Win / Avg Loss | 2.0526 | 2.7819 | 1.3808 | 1.2529 | 1.0686 | 1.4744 |
Largest Winning Trade | 209082 | 209082 | 52701 | 353729 | 353729 | 305171 |
Largest Losing Trade | -44400 | -44400 | -26313 | -150290 | -150290 | -149857 |
Avg Bars in Trades | 71 | 53 | 89 | 71 | 53 | 89 |
Avg Bars in Winners | 109 | 71 | 144 | 109 | 71 | 144 |
Avg Bars in Losers | 37 | 39 | 34 | 37 | 39 | 34 |
Bars Traded | 5434 | 2044 | 3391 | 5434 | 2044 | 3391 |
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 | -43619 | 344187 | -134751 | -243149 | -581145 | -82582 |
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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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