Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295562.6138 | 151219.2465 | 144343.3673 | 138692.4695 | 101908.1448 | 36784.3247 |
Total P&L (%) | 295.5626 | 151.2192 | 144.3434 | 138.6925 | 101.9081 | 36.7843 |
Avg Daily Profit (%) | 0.1574 | 0.0805 | 0.0769 | 0.0463 | 0.0374 | 0.0167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74656 | -74032 | -74104 | -269186 | -235611 | -292228 |
Profit Factor | 1.478 | 1.6026 | 1.393 | 1.1021 | 1.1898 | 1.0447 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 78 | 33 | 45 | 78 | 33 | 45 |
Losing Trades | 55 | 34 | 21 | 55 | 34 | 21 |
Profitability (%) | 58.6466 | 49.2537 | 68.1818 | 58.6466 | 49.2537 | 68.1818 |
Ratio Avg Win / Avg Loss | 1.0422 | 1.6511 | 0.65 | 0.7771 | 1.2259 | 0.4875 |
Largest Winning Trade | 43520 | 43520 | 37166 | 69961 | 56397 | 69961 |
Largest Losing Trade | -57445 | -38758 | -57445 | -138064 | -119132 | -138064 |
Avg Bars in Trades | 81 | 73 | 90 | 81 | 73 | 90 |
Avg Bars in Winners | 71 | 63 | 76 | 71 | 63 | 76 |
Avg Bars in Losers | 96 | 83 | 118 | 96 | 83 | 118 |
Bars Traded | 10890 | 4937 | 5953 | 10890 | 4937 | 5953 |
Profit Streak | 0 | 0 | 125.3089 | 0 | 0 | 125.3089 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356473 | -199371 | -211735 | -239483 | -271584 | -466459 |
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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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