Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421490.2761 | 399679.7446 | 21810.5315 | 65429.1668 | 255961.1223 | -190531.9555 |
Total P&L (%) | 421.4903 | 399.6797 | 21.8105 | 65.4292 | 255.9611 | -190.532 |
Avg Daily Profit (%) | 0.1916 | 0.1817 | 0.0099 | 0.0229 | 0.0577 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170919 | -166722 | -102854 | -400789 | -371124 | -410215 |
Profit Factor | 1.4856 | 1.8777 | 1.0529 | 1.0367 | 1.2669 | 0.7693 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 47.2 | 41.2698 | 53.2258 | 47.2 | 41.2698 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.6618 | 2.6722 | 0.9252 | 1.1597 | 1.803 | 0.676 |
Largest Winning Trade | 197524 | 197524 | 59934 | 230176 | 230176 | 120905 |
Largest Losing Trade | -48577 | -48577 | -36315 | -124973 | -124973 | -120183 |
Avg Bars in Trades | 34 | 28 | 40 | 34 | 28 | 40 |
Avg Bars in Winners | 40 | 32 | 46 | 40 | 32 | 46 |
Avg Bars in Losers | 29 | 26 | 33 | 29 | 26 | 33 |
Bars Traded | 4306 | 1798 | 2508 | 4306 | 1798 | 2508 |
Profit Streak | 0 | 0 | 79.1543 | 0 | 0 | 79.1543 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328363 | -139046 | -502122 | -343550 | -264900 | -733576 |
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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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