Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251622.0703 | 173721.2821 | 77900.7882 | 143777.111 | 241890.5855 | -98113.4745 |
Total P&L (%) | 251.6221 | 173.7213 | 77.9008 | 143.7771 | 241.8906 | -98.1135 |
Avg Daily Profit (%) | 0.1759 | 0.1214 | 0.0544 | 0.0623 | 0.086 | -0.2771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77715 | -56764 | -64180 | -534345 | -120592 | -452549 |
Profit Factor | 1.5451 | 1.8155 | 1.3134 | 1.0996 | 1.438 | 0.89 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 51.3043 | 52.6316 | 50 | 51.3043 | 52.6316 | 50 |
Ratio Avg Win / Avg Loss | 1.4666 | 1.634 | 1.3134 | 1.0437 | 1.2942 | 0.89 |
Largest Winning Trade | 122009 | 122009 | 40061 | 257316 | 257316 | 171632 |
Largest Losing Trade | -59518 | -28775 | -59518 | -431407 | -88855 | -431407 |
Avg Bars in Trades | 71 | 87 | 56 | 71 | 87 | 56 |
Avg Bars in Winners | 89 | 110 | 67 | 89 | 110 | 67 |
Avg Bars in Losers | 53 | 61 | 44 | 53 | 61 | 44 |
Bars Traded | 8234 | 4977 | 3257 | 8234 | 4977 | 3257 |
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 | 340963 | -207192 | -300103 | -220261 | -256988 | -760833 |
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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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