Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478442.4434 | 411294.2322 | 67148.2111 | 103689.6422 | 194877.4248 | -91187.7825 |
Total P&L (%) | 478.4424 | 411.2942 | 67.1482 | 103.6896 | 194.8774 | -91.1878 |
Avg Daily Profit (%) | 0.1911 | 0.1643 | 0.0268 | 0.0284 | 0.0432 | -0.097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174895 | -102497 | -208551 | -309616 | -87560 | -338507 |
Profit Factor | 1.7285 | 2.3135 | 1.1954 | 1.1359 | 1.6036 | 0.7927 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 48.0519 | 48.7179 | 47.3684 | 48.0519 | 48.7179 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.8687 | 2.4353 | 1.3282 | 1.228 | 1.688 | 0.8808 |
Largest Winning Trade | 194217 | 194217 | 62953 | 85445 | 85445 | 84920 |
Largest Losing Trade | -63118 | -39126 | -63118 | -121488 | -40153 | -121488 |
Avg Bars in Trades | 93 | 104 | 82 | 93 | 104 | 82 |
Avg Bars in Winners | 121 | 129 | 113 | 121 | 129 | 113 |
Avg Bars in Losers | 68 | 81 | 55 | 68 | 81 | 55 |
Bars Traded | 7215 | 4073 | 3143 | 7215 | 4073 | 3143 |
Profit Streak | 0 | 0 | 167.0787 | 0 | 0 | 167.0787 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36213 | 404758 | -162845 | -272935 | -132639 | -580821 |
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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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