Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583542.2271 | 538536.3405 | 45005.8865 | 194365.9677 | 230204.0644 | -35838.0968 |
Total P&L (%) | 583.5422 | 538.5363 | 45.0059 | 194.366 | 230.2041 | -35.8381 |
Avg Daily Profit (%) | 0.3216 | 0.2968 | 0.0248 | 0.0595 | 0.0659 | -0.0245 |
Buy And Hold Return (%) | 107.0072 | 107.0072 | 107.0072 | 107.0072 | 107.0072 | 107.0072 |
Max Trade Drawdown | -146229 | -89200 | -92520 | -266147 | -187826 | -125643 |
Profit Factor | 1.7464 | 2.3493 | 1.1176 | 1.2194 | 1.5115 | 0.9178 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 50 | 47.619 | 52.381 | 50 | 47.619 | 52.381 |
Ratio Avg Win / Avg Loss | 1.7464 | 2.5842 | 1.016 | 1.2194 | 1.6627 | 0.8344 |
Largest Winning Trade | 342848 | 342848 | 67507 | 147960 | 147960 | 58589 |
Largest Losing Trade | -50408 | -50408 | -41518 | -68381 | -68381 | -58783 |
Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Winners | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Losers | 21 | 26 | 17 | 21 | 26 | 17 |
Bars Traded | 3300 | 1723 | 1577 | 3300 | 1723 | 1577 |
Profit Streak | 29.7168 | 100.7168 | 29.7168 | 29.7168 | 100.7168 | 29.7168 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486181 | -133865 | -561758 | -119821 | -254285 | -725867 |
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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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