Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318972.7115 | 190475.6279 | 128497.0837 | 63831.2565 | -590937.5525 | 654768.809 |
Total P&L (%) | 318.9727 | 190.4756 | 128.4971 | 63.8313 | -590.9376 | 654.7688 |
Avg Daily Profit (%) | 0.1763 | 0.1053 | 0.071 | 0.0273 | 0 | 0.1118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176287 | -133222 | -121340 | -1859744 | -1259197 | -947494 |
Profit Factor | 1.4217 | 1.5234 | 1.3274 | 1.0133 | 0.7297 | 1.2511 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 104 | 48 | 56 | 104 | 48 | 56 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 45.4148 | 41.7391 | 49.1228 | 45.4148 | 41.7391 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.7088 | 2.1264 | 1.3748 | 1.2179 | 1.0185 | 1.2958 |
Largest Winning Trade | 172247 | 172247 | 69835 | 606593 | 434927 | 606593 |
Largest Losing Trade | -41812 | -25546 | -41812 | -528419 | -273017 | -528419 |
Avg Bars in Trades | 30 | 23 | 38 | 30 | 23 | 38 |
Avg Bars in Winners | 43 | 31 | 53 | 43 | 31 | 53 |
Avg Bars in Losers | 20 | 17 | 24 | 20 | 17 | 24 |
Bars Traded | 7079 | 2665 | 4414 | 7079 | 2665 | 4414 |
Profit Streak | 0 | 0 | 15.7643 | 0 | 0 | 15.7643 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315817 | -53057 | -96966 | -363295 | -582294 | -42671 |
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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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