Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573137.5069 | 525913.6207 | 47223.8863 | -79680.0932 | -321905.4539 | 242225.3607 |
Total P&L (%) | 573.1375 | 525.9136 | 47.2239 | -79.6801 | -321.9055 | 242.2254 |
Avg Daily Profit (%) | 0.3892 | 0.3572 | 0.0321 | -0.1082 | 0 | 0.0836 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -248071 | -157297 | -174596 | -1931634 | -1817368 | -1338400 |
Profit Factor | 1.4836 | 1.8062 | 1.0886 | 0.9882 | 0.9146 | 1.0814 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 88 | 35 | 53 | 88 | 35 | 53 |
Losing Trades | 143 | 81 | 62 | 143 | 81 | 62 |
Profitability (%) | 38.0952 | 30.1724 | 46.087 | 38.0952 | 30.1724 | 46.087 |
Ratio Avg Win / Avg Loss | 2.4109 | 4.1801 | 1.2735 | 1.6058 | 2.1167 | 1.265 |
Largest Winning Trade | 595176 | 595176 | 29273 | 975768 | 975768 | 360315 |
Largest Losing Trade | -82057 | -35657 | -82057 | -812985 | -589563 | -812985 |
Avg Bars in Trades | 75 | 79 | 70 | 75 | 79 | 70 |
Avg Bars in Winners | 105 | 118 | 96 | 105 | 118 | 96 |
Avg Bars in Losers | 57 | 62 | 49 | 57 | 62 | 49 |
Bars Traded | 17410 | 9252 | 8158 | 17410 | 9252 | 8158 |
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 | 307851 | 174630 | -276431 | -581421 | -585956 | -214122 |
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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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