Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588287.2597 | 373238.8151 | 215048.4447 | 671527.1349 | -460089.9681 | 1131617.103 |
Total P&L (%) | 588.2873 | 373.2388 | 215.0484 | 671.5271 | -460.09 | 1131.6171 |
Avg Daily Profit (%) | 0.3255 | 0.2065 | 0.119 | 0.1131 | 0 | 0.139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119083 | -180925 | -42917 | -921849 | -1141925 | -290774 |
Profit Factor | 2.0385 | 1.9515 | 2.2342 | 1.174 | 0.838 | 2.1095 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 42.1053 | 31.25 | 53.1915 | 42.1053 | 31.25 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.8029 | 4.2933 | 1.9661 | 1.6143 | 1.8435 | 1.8564 |
Largest Winning Trade | 329438 | 329438 | 61123 | 585366 | 585366 | 371797 |
Largest Losing Trade | -42917 | -36035 | -42917 | -321147 | -321147 | -175356 |
Avg Bars in Trades | 55 | 63 | 47 | 55 | 63 | 47 |
Avg Bars in Winners | 81 | 97 | 71 | 81 | 97 | 71 |
Avg Bars in Losers | 36 | 47 | 21 | 36 | 47 | 21 |
Bars Traded | 5282 | 3027 | 2255 | 5282 | 3027 | 2255 |
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 | 366044 | 150495 | -29409 | -72399 | -585203 | -2515 |
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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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