Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469708.9807 | 401475.3249 | 68233.6558 | 996790.4697 | 1056365.2843 | -59574.8146 |
Total P&L (%) | 469.709 | 401.4753 | 68.2337 | 996.7905 | 1056.3653 | -59.5748 |
Avg Daily Profit (%) | 0.2376 | 0.2031 | 0.0345 | 0.1212 | 0.1239 | -0.0458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95689 | -53500 | -73563 | -1957832 | -1024980 | -1067243 |
Profit Factor | 2.1844 | 3.2946 | 1.3079 | 1.2009 | 1.4755 | 0.9783 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 50.9091 | 52.7273 | 49.0909 | 50.9091 | 52.7273 | 49.0909 |
Ratio Avg Win / Avg Loss | 2.1064 | 2.9538 | 1.3563 | 1.158 | 1.3229 | 1.0145 |
Largest Winning Trade | 150022 | 150022 | 88047 | 1342928 | 1007356 | 1342928 |
Largest Losing Trade | -38511 | -28765 | -38511 | -744547 | -676758 | -744547 |
Avg Bars in Trades | 68 | 66 | 70 | 68 | 66 | 70 |
Avg Bars in Winners | 100 | 101 | 99 | 100 | 101 | 99 |
Avg Bars in Losers | 35 | 26 | 43 | 35 | 26 | 43 |
Bars Traded | 7532 | 3632 | 3899 | 7532 | 3632 | 3899 |
Profit Streak | 0 | 0 | 579.9 | 0 | 0 | 579.9 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450318 | -165755 | -326593 | -30860 | -205721 | -758936 |
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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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