Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402564.2129 | 339263.4544 | 63300.7585 | 87391.033 | 223672.8505 | -136281.8175 |
Total P&L (%) | 402.5642 | 339.2635 | 63.3008 | 87.391 | 223.6729 | -136.2818 |
Avg Daily Profit (%) | 0.2131 | 0.1796 | 0.0335 | 0.0332 | 0.0622 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112678 | -96880 | -122042 | -166414 | -75692 | -262835 |
Profit Factor | 1.4956 | 1.9458 | 1.1396 | 1.0798 | 1.5058 | 0.7913 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 46.9697 | 40.9091 | 53.0303 | 46.9697 | 40.9091 | 53.0303 |
Ratio Avg Win / Avg Loss | 1.6886 | 2.8106 | 1.0093 | 1.2191 | 2.175 | 0.7008 |
Largest Winning Trade | 152714 | 152714 | 49550 | 113103 | 113103 | 47212 |
Largest Losing Trade | -61909 | -31362 | -61909 | -107485 | -35173 | -107485 |
Avg Bars in Trades | 28 | 21 | 34 | 28 | 21 | 34 |
Avg Bars in Winners | 37 | 29 | 44 | 37 | 29 | 44 |
Avg Bars in Losers | 19 | 16 | 23 | 19 | 16 | 23 |
Bars Traded | 3707 | 1436 | 2271 | 3707 | 1436 | 2271 |
Profit Streak | 0 | 0 | 48.7764 | 0 | 0 | 48.7764 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344593 | -116573 | -338821 | -281780 | -235160 | -704003 |
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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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