Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434060.2864 | 345850.8838 | 88209.4026 | 99879.3683 | -73221.3773 | 173100.7455 |
Total P&L (%) | 434.0603 | 345.8509 | 88.2094 | 99.8794 | -73.2214 | 173.1007 |
Avg Daily Profit (%) | 0.2246 | 0.179 | 0.0457 | 0.0358 | -0.0682 | 0.052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101100 | -103657 | -52306 | -485131 | -469372 | -243273 |
Profit Factor | 1.6036 | 1.7545 | 1.3384 | 1.0374 | 0.9588 | 1.1935 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 46.5649 | 43.0769 | 50 | 46.5649 | 43.0769 | 50 |
Ratio Avg Win / Avg Loss | 1.8403 | 2.3184 | 1.3384 | 1.1904 | 1.267 | 1.1935 |
Largest Winning Trade | 346590 | 346590 | 34062 | 281952 | 281952 | 90425 |
Largest Losing Trade | -29767 | -29767 | -22889 | -165469 | -165469 | -118242 |
Avg Bars in Trades | 57 | 87 | 28 | 57 | 87 | 28 |
Avg Bars in Winners | 73 | 119 | 33 | 73 | 119 | 33 |
Avg Bars in Losers | 44 | 62 | 24 | 44 | 62 | 24 |
Bars Traded | 7555 | 5655 | 1900 | 7555 | 5655 | 1900 |
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 | 355619 | -123882 | -255522 | -325416 | -713761 | -255071 |
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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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