Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398747.6789 | 375162.6832 | 23584.9957 | -43466.6154 | 454387.9086 | -497854.524 |
Total P&L (%) | 398.7477 | 375.1627 | 23.585 | -43.4666 | 454.3879 | -497.8545 |
Avg Daily Profit (%) | 0.2501 | 0.2353 | 0.0148 | -0.0358 | 0.1075 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -285295 | -198561 | -111179 | -1955487 | -1212851 | -757164 |
Profit Factor | 1.4846 | 1.8993 | 1.0581 | 0.987 | 1.2735 | 0.7044 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 53.3333 | 46.6667 | 60 | 53.3333 | 46.6667 | 60 |
Ratio Avg Win / Avg Loss | 1.2991 | 2.1707 | 0.7054 | 0.8636 | 1.4555 | 0.4696 |
Largest Winning Trade | 291619 | 291619 | 70032 | 683374 | 683374 | 238957 |
Largest Losing Trade | -61847 | -43957 | -61847 | -566861 | -566861 | -350190 |
Avg Bars in Trades | 26 | 23 | 29 | 26 | 23 | 29 |
Avg Bars in Winners | 31 | 27 | 34 | 31 | 27 | 34 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 3160 | 1393 | 1767 | 3160 | 1393 | 1767 |
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 | 370429 | -158670 | -503421 | -579749 | -219789 | -748384 |
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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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