Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415537.7705 | 328784.8608 | 86752.9097 | 454231.7969 | 372814.3144 | 81417.4824 |
Total P&L (%) | 415.5378 | 328.7849 | 86.7529 | 454.2318 | 372.8143 | 81.4175 |
Avg Daily Profit (%) | 0.1888 | 0.1493 | 0.0394 | 0.0778 | 0.0706 | 0.0271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139540 | -126737 | -90418 | -1690097 | -1414359 | -754933 |
Profit Factor | 1.5921 | 1.9521 | 1.2434 | 1.0755 | 1.1237 | 1.0272 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 44.186 | 38.4615 | 50 | 44.186 | 38.4615 | 50 |
Ratio Avg Win / Avg Loss | 2.0111 | 3.1234 | 1.2434 | 1.3586 | 1.7979 | 1.0272 |
Largest Winning Trade | 117422 | 117422 | 47696 | 788385 | 788385 | 435588 |
Largest Losing Trade | -28282 | -25793 | -28282 | -444273 | -273503 | -444273 |
Avg Bars in Trades | 33 | 29 | 36 | 33 | 29 | 36 |
Avg Bars in Winners | 50 | 45 | 53 | 50 | 45 | 53 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 4307 | 1942 | 2365 | 4307 | 1942 | 2365 |
Profit Streak | 0 | 0 | 51.7882 | 0 | 0 | 51.7882 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309104 | -126137 | -279143 | -228403 | -318229 | -486002 |
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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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