Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633471.0163 | 386313.7794 | 247157.237 | 1931868.7753 | -324739.5471 | 2256608.3224 |
Total P&L (%) | 633.471 | 386.3138 | 247.1572 | 1931.8688 | -324.7395 | 2256.6083 |
Avg Daily Profit (%) | 0.3502 | 0.2136 | 0.1366 | 0.1666 | 0 | 0.1748 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100932 | -60998 | -63426 | -1612730 | -1089869 | -1027343 |
Profit Factor | 2.2167 | 2.3039 | 2.1015 | 1.2812 | 0.9179 | 1.7743 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 67 | 39 | 28 | 67 | 39 | 28 |
Profitability (%) | 36.1905 | 26.4151 | 46.1538 | 36.1905 | 26.4151 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.9083 | 6.418 | 2.4517 | 2.259 | 2.557 | 2.07 |
Largest Winning Trade | 289904 | 289904 | 71924 | 973160 | 950990 | 973160 |
Largest Losing Trade | -37133 | -19796 | -37133 | -482278 | -335224 | -482278 |
Avg Bars in Trades | 204 | 162 | 246 | 204 | 162 | 246 |
Avg Bars in Winners | 373 | 347 | 388 | 373 | 347 | 388 |
Avg Bars in Losers | 108 | 96 | 124 | 108 | 96 | 124 |
Bars Traded | 21438 | 8623 | 12815 | 21438 | 8623 | 12815 |
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 | 304150 | -191787 | -188193 | 134697 | -781911 | -170363 |
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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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