Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435613.7324 | 393014.5687 | 42599.1638 | 94392.6444 | -5100.7382 | 99493.3827 |
Total P&L (%) | 435.6137 | 393.0146 | 42.5992 | 94.3926 | -5.1007 | 99.4934 |
Avg Daily Profit (%) | 0.1741 | 0.1571 | 0.017 | 0.0266 | -0.0021 | 0.0276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185591 | -88430 | -139178 | -932077 | -685194 | -718931 |
Profit Factor | 1.484 | 1.925 | 1.0897 | 1.0293 | 0.9969 | 1.0638 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 50.3704 | 48.5294 | 52.2388 | 50.3704 | 48.5294 | 52.2388 |
Ratio Avg Win / Avg Loss | 1.4622 | 2.0417 | 0.9963 | 1.0141 | 1.0574 | 0.9727 |
Largest Winning Trade | 131852 | 131852 | 45877 | 327102 | 327102 | 291994 |
Largest Losing Trade | -59732 | -27712 | -59732 | -237813 | -235443 | -237813 |
Avg Bars in Trades | 108 | 88 | 128 | 108 | 88 | 128 |
Avg Bars in Winners | 117 | 83 | 149 | 117 | 83 | 149 |
Avg Bars in Losers | 98 | 93 | 104 | 98 | 93 | 104 |
Bars Traded | 14623 | 6026 | 8597 | 14623 | 6026 | 8597 |
Profit Streak | 0 | 0 | 38.2665 | 0 | 0 | 38.2665 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324498 | -99120 | -411500 | -345312 | -689141 | -423812 |
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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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