Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426478.2787 | 195808.8341 | 230669.4446 | 421421.7537 | -182897.2884 | 604319.0422 |
Total P&L (%) | 426.4783 | 195.8088 | 230.6694 | 421.4218 | -182.8973 | 604.319 |
Avg Daily Profit (%) | 0.2884 | 0.1324 | 0.156 | 0.1117 | 0 | 0.1321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132895 | -124118 | -55349 | -1711165 | -1107360 | -603805 |
Profit Factor | 1.9655 | 1.6249 | 2.7969 | 1.1375 | 0.9101 | 1.5857 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 21 | 7 | 14 | 21 | 7 | 14 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 30 | 20 | 40 | 30 | 20 | 40 |
Ratio Avg Win / Avg Loss | 4.5863 | 6.4998 | 4.1953 | 2.6541 | 3.6403 | 2.3785 |
Largest Winning Trade | 150824 | 150824 | 61589 | 732307 | 732307 | 701394 |
Largest Losing Trade | -33813 | -33813 | -16430 | -377204 | -377204 | -142972 |
Avg Bars in Trades | 39 | 40 | 37 | 39 | 40 | 37 |
Avg Bars in Winners | 92 | 107 | 85 | 92 | 107 | 85 |
Avg Bars in Losers | 16 | 24 | 6 | 16 | 24 | 6 |
Bars Traded | 2748 | 1425 | 1323 | 2748 | 1425 | 1323 |
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 | -94445 | -65067 | 312631 | -218607 | -629861 | -17251 |
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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) |
---|