Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429276.6846 | 294807.3146 | 134469.3699 | 266442.6989 | 928080.0758 | -661637.3769 |
Total P&L (%) | 429.2767 | 294.8073 | 134.4694 | 266.4427 | 928.0801 | -661.6374 |
Avg Daily Profit (%) | 0.2424 | 0.1665 | 0.0759 | 0.0734 | 0.1317 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142869 | -115108 | -78499 | -2346397 | -1112453 | -1424388 |
Profit Factor | 1.5196 | 1.7236 | 1.3212 | 1.0446 | 1.3632 | 0.8065 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 48.227 | 43.662 | 52.8571 | 48.227 | 43.662 | 52.8571 |
Ratio Avg Win / Avg Loss | 1.6314 | 2.224 | 1.1783 | 1.1214 | 1.759 | 0.7193 |
Largest Winning Trade | 95511 | 95511 | 61352 | 692808 | 692808 | 291969 |
Largest Losing Trade | -52756 | -45743 | -52756 | -1307721 | -595677 | -1307721 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 3323 | 1728 | 1595 | 3323 | 1728 | 1595 |
Profit Streak | 0 | 0 | 47.9803 | 0 | 0 | 47.9803 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377358 | -78543 | -184326 | -266504 | -104398 | -673749 |
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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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