Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617140.9661 | 472861.2757 | 144279.6905 | 418022.928 | 139368.7114 | 278654.2166 |
Total P&L (%) | 617.141 | 472.8613 | 144.2797 | 418.0229 | 139.3687 | 278.6542 |
Avg Daily Profit (%) | 0.4152 | 0.3181 | 0.0971 | 0.1107 | 0.0587 | 0.0896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100676 | -107196 | -59432 | -1068849 | -901898 | -421832 |
Profit Factor | 2.1385 | 2.4637 | 1.6588 | 1.1198 | 1.0664 | 1.2004 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 45 | 38.3333 | 51.6667 | 45 | 38.3333 | 51.6667 |
Ratio Avg Win / Avg Loss | 2.6137 | 3.9634 | 1.5518 | 1.3687 | 1.7155 | 1.1229 |
Largest Winning Trade | 421926 | 421926 | 73949 | 877087 | 877087 | 334402 |
Largest Losing Trade | -34869 | -34869 | -27245 | -387613 | -387613 | -163249 |
Avg Bars in Trades | 144 | 103 | 184 | 144 | 103 | 184 |
Avg Bars in Winners | 234 | 180 | 275 | 234 | 180 | 275 |
Avg Bars in Losers | 70 | 55 | 88 | 70 | 55 | 88 |
Bars Traded | 17319 | 6227 | 11092 | 17319 | 6227 | 11092 |
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 | 443457 | -160669 | -229215 | -135546 | -434840 | -242815 |
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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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