Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714933.6719 | 640384.8287 | 74548.8433 | 138276.3119 | 369525.0179 | -231248.7061 |
Total P&L (%) | 714.9337 | 640.3848 | 74.5488 | 138.2763 | 369.525 | -231.2487 |
Avg Daily Profit (%) | 0.3831 | 0.3432 | 0.04 | 0.0465 | 0.0829 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174227 | -68139 | -178282 | -474446 | -303132 | -321461 |
Profit Factor | 1.7784 | 2.3233 | 1.1716 | 1.0789 | 1.4093 | 0.7276 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 39.8305 | 32.2034 | 47.4576 | 39.8305 | 32.2034 | 47.4576 |
Ratio Avg Win / Avg Loss | 2.6865 | 4.8912 | 1.2971 | 1.6299 | 2.967 | 0.8056 |
Largest Winning Trade | 353072 | 353072 | 73774 | 480888 | 480888 | 114607 |
Largest Losing Trade | -50266 | -38598 | -50266 | -174425 | -121511 | -174425 |
Avg Bars in Trades | 187 | 178 | 195 | 187 | 178 | 195 |
Avg Bars in Winners | 300 | 322 | 286 | 300 | 322 | 286 |
Avg Bars in Losers | 112 | 110 | 114 | 112 | 110 | 114 |
Bars Traded | 22089 | 10526 | 11563 | 22089 | 10526 | 11563 |
Profit Streak | 0 | 0 | 44.1905 | 0 | 0 | 44.1905 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336023 | -170193 | -348474 | -266979 | -264268 | -757892 |
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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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