Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248934.9417 | 67701.3723 | 181233.5694 | 62131.5481 | -134181.1885 | 196312.7366 |
Total P&L (%) | 248.9349 | 67.7014 | 181.2336 | 62.1315 | -134.1812 | 196.3127 |
Avg Daily Profit (%) | 0.1635 | 0.0445 | 0.119 | 0.0317 | 0 | 0.0713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128984 | -137742 | -62171 | -703126 | -662160 | -362506 |
Profit Factor | 1.4235 | 1.1915 | 1.774 | 1.0296 | 0.8874 | 1.217 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 47.6923 | 38.4615 | 56.9231 | 47.6923 | 38.4615 | 56.9231 |
Ratio Avg Win / Avg Loss | 1.5613 | 1.9063 | 1.3425 | 1.1293 | 1.4199 | 0.921 |
Largest Winning Trade | 171089 | 171089 | 52760 | 394441 | 394441 | 183865 |
Largest Losing Trade | -39855 | -24022 | -39855 | -223015 | -142153 | -223015 |
Avg Bars in Trades | 44 | 49 | 40 | 44 | 49 | 40 |
Avg Bars in Winners | 54 | 60 | 50 | 54 | 60 | 50 |
Avg Bars in Losers | 36 | 42 | 26 | 36 | 42 | 26 |
Bars Traded | 5831 | 3215 | 2616 | 5831 | 3215 | 2616 |
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 | 313401 | -278952 | -162672 | -339496 | -715556 | -230548 |
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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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