Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365098.8553 | 223832.2241 | 141266.6312 | 467959.5401 | 775938.8791 | -307979.339 |
Total P&L (%) | 365.0989 | 223.8322 | 141.2666 | 467.9595 | 775.9389 | -307.9793 |
Avg Daily Profit (%) | 0.2158 | 0.1323 | 0.0835 | 0.1027 | 0.1284 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139315 | -63949 | -96557 | -2390599 | -1263977 | -1467075 |
Profit Factor | 1.7813 | 1.9966 | 1.582 | 1.0785 | 1.2739 | 0.9017 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 42.8571 | 40.4762 | 45.2381 | 42.8571 | 40.4762 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.3751 | 2.9362 | 1.9151 | 1.4379 | 1.8734 | 1.0915 |
Largest Winning Trade | 105785 | 105785 | 58052 | 1114639 | 1114639 | 483960 |
Largest Losing Trade | -32661 | -24206 | -32661 | -523494 | -523494 | -500419 |
Avg Bars in Trades | 235 | 194 | 277 | 235 | 194 | 277 |
Avg Bars in Winners | 399 | 332 | 460 | 399 | 332 | 460 |
Avg Bars in Losers | 112 | 100 | 125 | 112 | 100 | 125 |
Bars Traded | 19810 | 8171 | 11638 | 19810 | 8171 | 11638 |
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 | 308926 | -16244 | -80347 | -192616 | -23851 | -580919 |
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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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