Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472459.9002 | 348427.444 | 124032.4562 | 412322.2176 | -204545.6596 | 616867.8772 |
Total P&L (%) | 472.4599 | 348.4274 | 124.0325 | 412.3222 | -204.5457 | 616.8679 |
Avg Daily Profit (%) | 0.244 | 0.1799 | 0.0641 | 0.0844 | 0 | 0.1018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149207 | -113942 | -67155 | -2220209 | -1867036 | -1004307 |
Profit Factor | 1.8151 | 2.0833 | 1.4808 | 1.0605 | 0.9502 | 1.2273 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 43.3735 | 42.8571 | 43.9024 | 43.3735 | 42.8571 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.3697 | 2.7777 | 1.8921 | 1.3845 | 1.2669 | 1.5682 |
Largest Winning Trade | 174014 | 174014 | 58822 | 1259661 | 1259661 | 652806 |
Largest Losing Trade | -48024 | -48024 | -31114 | -624632 | -624632 | -372147 |
Avg Bars in Trades | 43 | 47 | 40 | 43 | 47 | 40 |
Avg Bars in Winners | 58 | 58 | 59 | 58 | 58 | 59 |
Avg Bars in Losers | 32 | 38 | 26 | 32 | 38 | 26 |
Bars Traded | 3646 | 1974 | 1672 | 3646 | 1974 | 1672 |
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 | 273091 | 312335 | -107442 | -238139 | -581845 | -58285 |
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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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