Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529354.7574 | 406709.43 | 122645.3274 | 941127.3583 | 216705.9281 | 724421.4302 |
Total P&L (%) | 529.3548 | 406.7094 | 122.6453 | 941.1274 | 216.7059 | 724.4214 |
Avg Daily Profit (%) | 0.2987 | 0.2295 | 0.0692 | 0.1323 | 0.0651 | 0.1191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73030 | -81942 | -64376 | -642925 | -894836 | -464606 |
Profit Factor | 1.8094 | 2.2418 | 1.3756 | 1.2573 | 1.1026 | 1.4685 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 52.0408 | 51.0204 | 53.0612 | 52.0408 | 51.0204 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.6675 | 2.1522 | 1.2169 | 1.1587 | 1.0585 | 1.2991 |
Largest Winning Trade | 114548 | 114548 | 71949 | 401779 | 276968 | 401779 |
Largest Losing Trade | -49905 | -33145 | -49905 | -390394 | -390394 | -180314 |
Avg Bars in Trades | 52 | 56 | 48 | 52 | 56 | 48 |
Avg Bars in Winners | 70 | 74 | 66 | 70 | 74 | 66 |
Avg Bars in Losers | 33 | 38 | 27 | 33 | 38 | 27 |
Bars Traded | 5153 | 2787 | 2366 | 5153 | 2787 | 2366 |
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 | 462227 | 445279 | -99483 | -15634 | -213465 | -31958 |
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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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