Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367701.9918 | 307905.8065 | 59796.1852 | 120668.8383 | 254017.5576 | -133348.7193 |
Total P&L (%) | 367.702 | 307.9058 | 59.7962 | 120.6688 | 254.0176 | -133.3487 |
Avg Daily Profit (%) | 0.2067 | 0.1731 | 0.0336 | 0.0445 | 0.0711 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104665 | -99023 | -79371 | -588831 | -362032 | -290610 |
Profit Factor | 1.435 | 1.7691 | 1.1344 | 1.0559 | 1.2636 | 0.8883 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 43.75 | 37.5 | 50 | 43.75 | 37.5 | 50 |
Ratio Avg Win / Avg Loss | 1.845 | 2.9485 | 1.1344 | 1.3576 | 2.106 | 0.8883 |
Largest Winning Trade | 91909 | 91909 | 63487 | 187484 | 187484 | 139968 |
Largest Losing Trade | -47363 | -37845 | -47363 | -245553 | -164960 | -245553 |
Avg Bars in Trades | 81 | 83 | 79 | 81 | 83 | 79 |
Avg Bars in Winners | 114 | 126 | 106 | 114 | 126 | 106 |
Avg Bars in Losers | 55 | 57 | 52 | 55 | 57 | 52 |
Bars Traded | 10438 | 5347 | 5091 | 10438 | 5347 | 5091 |
Profit Streak | 44.11 | 44.11 | 55.61 | 44.11 | 44.11 | 55.61 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309407 | -133019 | -359988 | -293581 | -240799 | -719396 |
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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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