Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470012.4699 | 269407.466 | 200605.0039 | 822857.3113 | 355529.927 | 467327.3842 |
Total P&L (%) | 470.0125 | 269.4075 | 200.605 | 822.8573 | 355.5299 | 467.3274 |
Avg Daily Profit (%) | 0.2469 | 0.1415 | 0.1054 | 0.1168 | 0.0797 | 0.0912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102995 | -75210 | -62939 | -585495 | -382985 | -370530 |
Profit Factor | 1.8239 | 1.7872 | 1.879 | 1.3464 | 1.2553 | 1.4757 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 54.4715 | 51.6129 | 57.377 | 54.4715 | 51.6129 | 57.377 |
Ratio Avg Win / Avg Loss | 1.5245 | 1.6755 | 1.3959 | 1.1254 | 1.1768 | 1.0962 |
Largest Winning Trade | 235198 | 235198 | 51551 | 276730 | 276730 | 182463 |
Largest Losing Trade | -32286 | -32286 | -28005 | -108168 | -108168 | -106304 |
Avg Bars in Trades | 28 | 19 | 37 | 28 | 19 | 37 |
Avg Bars in Winners | 38 | 23 | 51 | 38 | 23 | 51 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 3527 | 1236 | 2291 | 3527 | 1236 | 2291 |
Profit Streak | 0 | 0 | 67.5699 | 0 | 0 | 67.5699 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455986 | -154399 | -208972 | -35082 | -240436 | -229147 |
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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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