Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788986.425 | 675247.2934 | 113739.1316 | 609658.8445 | 20356.5049 | 589302.3397 |
Total P&L (%) | 788.9864 | 675.2473 | 113.7391 | 609.6588 | 20.3565 | 589.3023 |
Avg Daily Profit (%) | 0.4939 | 0.4227 | 0.0712 | 0.1228 | 0.0116 | 0.1209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116657 | -123479 | -42225 | -1356152 | -1293589 | -388110 |
Profit Factor | 2.1236 | 2.5842 | 1.4121 | 1.1789 | 1.0089 | 1.5238 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 47.5806 | 41.9355 | 53.2258 | 47.5806 | 41.9355 | 53.2258 |
Ratio Avg Win / Avg Loss | 2.3395 | 3.5781 | 1.241 | 1.2988 | 1.397 | 1.3391 |
Largest Winning Trade | 366071 | 366071 | 30403 | 771858 | 771858 | 410730 |
Largest Losing Trade | -43064 | -43064 | -26554 | -330099 | -330099 | -190791 |
Avg Bars in Trades | 37 | 40 | 34 | 37 | 40 | 34 |
Avg Bars in Winners | 46 | 47 | 46 | 46 | 47 | 46 |
Avg Bars in Losers | 29 | 35 | 21 | 29 | 35 | 21 |
Bars Traded | 4654 | 2510 | 2144 | 4654 | 2510 | 2144 |
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 | 503164 | -142725 | -250857 | -53060 | -552301 | -183457 |
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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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