Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448459.6056 | 315243.5027 | 133216.1029 | 381367.717 | -67361.3572 | 448729.0742 |
Total P&L (%) | 448.4596 | 315.2435 | 133.2161 | 381.3677 | -67.3614 | 448.7291 |
Avg Daily Profit (%) | 0.3293 | 0.2315 | 0.0978 | 0.1154 | -0.0822 | 0.1251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103109 | -97796 | -58661 | -871102 | -976979 | -436510 |
Profit Factor | 1.7265 | 1.9305 | 1.4784 | 1.1279 | 0.9605 | 1.352 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 41.9847 | 36.3636 | 47.6923 | 41.9847 | 36.3636 | 47.6923 |
Ratio Avg Win / Avg Loss | 2.3857 | 3.3783 | 1.6215 | 1.5586 | 1.6809 | 1.4828 |
Largest Winning Trade | 254690 | 254690 | 42009 | 434336 | 434336 | 343931 |
Largest Losing Trade | -28050 | -28050 | -27523 | -219742 | -148959 | -219742 |
Avg Bars in Trades | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Winners | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 4020 | 1961 | 2059 | 4020 | 1961 | 2059 |
Profit Streak | 20.6772 | 41.6772 | 0 | 20.6772 | 41.6772 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352136 | -116940 | -192686 | -119810 | -706496 | -158218 |
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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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