Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348627.8534 | 127192.4996 | 221435.3538 | 575483.2159 | 3846.018 | 571637.1979 |
Total P&L (%) | 348.6279 | 127.1925 | 221.4354 | 575.4832 | 3.846 | 571.6372 |
Avg Daily Profit (%) | 0.2301 | 0.0839 | 0.1461 | 0.1262 | 0.0025 | 0.1258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64779 | -36910 | -34259 | -383655 | -240792 | -243963 |
Profit Factor | 1.9129 | 1.6152 | 2.2644 | 1.4888 | 1.0061 | 2.0405 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
Profitability (%) | 49.1228 | 38.5965 | 59.6491 | 49.1228 | 38.5965 | 59.6491 |
Ratio Avg Win / Avg Loss | 1.9813 | 2.5696 | 1.5318 | 1.542 | 1.6007 | 1.3803 |
Largest Winning Trade | 152017 | 152017 | 69789 | 377183 | 217787 | 377183 |
Largest Losing Trade | -29987 | -29987 | -26353 | -174644 | -88681 | -174644 |
Avg Bars in Trades | 76 | 46 | 105 | 76 | 46 | 105 |
Avg Bars in Winners | 118 | 76 | 145 | 118 | 76 | 145 |
Avg Bars in Losers | 35 | 28 | 46 | 35 | 28 | 46 |
Bars Traded | 8704 | 2664 | 6040 | 8704 | 2664 | 6040 |
Profit Streak | 0 | 0 | 22.2405 | 0 | 0 | 22.2405 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412998 | -262588 | -171890 | -21872 | -752709 | -200174 |
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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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