Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369195.654 | 274655.6715 | 94539.9825 | 64264.9916 | -148098.8555 | 212363.8471 |
Total P&L (%) | 369.1957 | 274.6557 | 94.54 | 64.265 | -148.0989 | 212.3638 |
Avg Daily Profit (%) | 0.2117 | 0.1575 | 0.0542 | 0.0285 | 0 | 0.0653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143667 | -127813 | -93830 | -402614 | -403996 | -252109 |
Profit Factor | 1.5451 | 1.7645 | 1.2973 | 1.0385 | 0.8383 | 1.2817 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 46.7213 | 42.623 | 50.8197 | 46.7213 | 42.623 | 50.8197 |
Ratio Avg Win / Avg Loss | 1.762 | 2.3752 | 1.2555 | 1.1842 | 1.1284 | 1.2404 |
Largest Winning Trade | 246278 | 246278 | 59854 | 198643 | 198643 | 144684 |
Largest Losing Trade | -35151 | -35151 | -27230 | -120175 | -104105 | -120175 |
Avg Bars in Trades | 42 | 35 | 48 | 42 | 35 | 48 |
Avg Bars in Winners | 55 | 48 | 62 | 55 | 48 | 62 |
Avg Bars in Losers | 30 | 25 | 35 | 30 | 25 | 35 |
Bars Traded | 5133 | 2152 | 2981 | 5133 | 2152 | 2981 |
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 | 340669 | -154223 | -282020 | -334367 | -743938 | -267284 |
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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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