Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373612.6946 | 232055.6129 | 141557.0817 | 392094.15 | 294809.2808 | 97284.8692 |
Total P&L (%) | 373.6127 | 232.0556 | 141.5571 | 392.0942 | 294.8093 | 97.2849 |
Avg Daily Profit (%) | 0.2739 | 0.1701 | 0.1038 | 0.1169 | 0.1007 | 0.0498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128216 | -94219 | -77940 | -246156 | -229686 | -227654 |
Profit Factor | 1.5944 | 1.6961 | 1.4796 | 1.24 | 1.3564 | 1.1206 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 42.8571 | 36.6667 | 49.1525 | 42.8571 | 36.6667 | 49.1525 |
Ratio Avg Win / Avg Loss | 2.1259 | 2.9296 | 1.5306 | 1.6534 | 2.3429 | 1.1593 |
Largest Winning Trade | 107790 | 107790 | 55047 | 173679 | 173679 | 155317 |
Largest Losing Trade | -39905 | -27573 | -39905 | -119100 | -70313 | -119100 |
Avg Bars in Trades | 33 | 27 | 40 | 33 | 27 | 40 |
Avg Bars in Winners | 52 | 41 | 60 | 52 | 41 | 60 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 4004 | 1632 | 2373 | 4004 | 1632 | 2373 |
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 | 316259 | -163786 | -229149 | -38581 | -231328 | -391213 |
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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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