Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360522.4108 | 300666.754 | 59855.6568 | 1694.7895 | 332506.2344 | -330811.445 |
Total P&L (%) | 360.5224 | 300.6668 | 59.8557 | 1.6948 | 332.5062 | -330.8114 |
Avg Daily Profit (%) | 0.1911 | 0.1594 | 0.0317 | 0.0009 | 0.0777 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141024 | -83915 | -112575 | -332401 | -87401 | -427448 |
Profit Factor | 1.3571 | 1.7245 | 1.1006 | 1.0013 | 1.7257 | 0.6286 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 54.3011 | 50.5376 | 58.0645 | 54.3011 | 50.5376 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.1421 | 1.6878 | 0.7949 | 0.8426 | 1.689 | 0.454 |
Largest Winning Trade | 58654 | 54003 | 58654 | 94907 | 94907 | 62820 |
Largest Losing Trade | -84898 | -26544 | -84898 | -303416 | -34885 | -303416 |
Avg Bars in Trades | 28 | 22 | 35 | 28 | 22 | 35 |
Avg Bars in Winners | 31 | 23 | 38 | 31 | 23 | 38 |
Avg Bars in Losers | 25 | 20 | 31 | 25 | 20 | 31 |
Bars Traded | 5342 | 2046 | 3295 | 5342 | 2046 | 3295 |
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 | 352323 | 381020 | -261923 | -576399 | -85960 | -580038 |
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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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