Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385567.0311 | 342130.3587 | 43436.6724 | -23192.9687 | 290545.1505 | -313738.1192 |
Total P&L (%) | 385.567 | 342.1304 | 43.4367 | -23.193 | 290.5452 | -313.7381 |
Avg Daily Profit (%) | 0.2088 | 0.1853 | 0.0235 | -0.0143 | 0.0738 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164592 | -80150 | -138064 | -1851757 | -1245070 | -719968 |
Profit Factor | 1.4341 | 1.8712 | 1.0877 | 0.995 | 1.1311 | 0.8695 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 54.7619 | 53.9683 | 55.5556 | 54.7619 | 53.9683 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.1847 | 1.596 | 0.8701 | 0.8219 | 0.9647 | 0.6956 |
Largest Winning Trade | 104751 | 104751 | 62335 | 467452 | 467452 | 414097 |
Largest Losing Trade | -82026 | -54139 | -82026 | -673654 | -649826 | -673654 |
Avg Bars in Trades | 56 | 42 | 70 | 56 | 42 | 70 |
Avg Bars in Winners | 60 | 45 | 75 | 60 | 45 | 75 |
Avg Bars in Losers | 51 | 39 | 64 | 51 | 39 | 64 |
Bars Traded | 7113 | 2672 | 4441 | 7113 | 2672 | 4441 |
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 | 343834 | -135119 | -435089 | -579826 | -318572 | -726738 |
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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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