Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532790.5046 | 454935.9267 | 77854.5779 | 544534.1654 | 571320.527 | -26786.3616 |
Total P&L (%) | 532.7905 | 454.9359 | 77.8546 | 544.5342 | 571.3205 | -26.7864 |
Avg Daily Profit (%) | 0.2854 | 0.2437 | 0.0417 | 0.0999 | 0.1021 | -0.0167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108151 | -80934 | -112033 | -189658 | -120358 | -159911 |
Profit Factor | 1.8946 | 2.4308 | 1.2805 | 1.6193 | 2.1933 | 0.9331 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 52.9412 | 53.4884 | 52.381 | 52.9412 | 53.4884 | 52.381 |
Ratio Avg Win / Avg Loss | 1.6841 | 2.1137 | 1.1641 | 1.4394 | 1.9072 | 0.8483 |
Largest Winning Trade | 191204 | 191204 | 60399 | 262076 | 262076 | 142634 |
Largest Losing Trade | -63567 | -37589 | -63567 | -120358 | -120358 | -98897 |
Avg Bars in Trades | 122 | 102 | 144 | 122 | 102 | 144 |
Avg Bars in Winners | 152 | 114 | 192 | 152 | 114 | 192 |
Avg Bars in Losers | 90 | 88 | 91 | 90 | 88 | 91 |
Bars Traded | 10454 | 4396 | 6058 | 10454 | 4396 | 6058 |
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 | 467040 | 472664 | -136873 | -56652 | -51626 | -580426 |
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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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