Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383288.5807 | 238419.3495 | 144869.2312 | 364141.7924 | 140136.8016 | 224004.9908 |
Total P&L (%) | 383.2886 | 238.4194 | 144.8692 | 364.1418 | 140.1368 | 224.005 |
Avg Daily Profit (%) | 0.1992 | 0.1239 | 0.0753 | 0.0798 | 0.0456 | 0.0611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101417 | -56114 | -68765 | -1111430 | -482056 | -968978 |
Profit Factor | 1.6634 | 1.862 | 1.4811 | 1.0713 | 1.0611 | 1.0796 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 48.8372 | 46.1538 | 51.5625 | 48.8372 | 46.1538 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.7426 | 2.1723 | 1.3913 | 1.1223 | 1.238 | 1.0141 |
Largest Winning Trade | 141998 | 141998 | 55805 | 440748 | 433307 | 440748 |
Largest Losing Trade | -57922 | -28549 | -57922 | -796590 | -263314 | -796590 |
Avg Bars in Trades | 43 | 37 | 49 | 43 | 37 | 49 |
Avg Bars in Winners | 51 | 38 | 63 | 51 | 38 | 63 |
Avg Bars in Losers | 35 | 36 | 34 | 35 | 36 | 34 |
Bars Traded | 5592 | 2420 | 3172 | 5592 | 2420 | 3172 |
Profit Streak | 0 | 0 | 71.2543 | 0 | 0 | 71.2543 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383585 | -157472 | -229623 | -228590 | -418825 | -382718 |
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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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