Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331217.4677 | 212330.8585 | 118886.6092 | -48325.6647 | -61615.7603 | 13290.0956 |
Total P&L (%) | 331.2175 | 212.3309 | 118.8866 | -48.3257 | -61.6158 | 13.2901 |
Avg Daily Profit (%) | 0.182 | 0.1167 | 0.0653 | -0.0363 | -0.0526 | 0.0069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209736 | -195678 | -104583 | -981783 | -586860 | -421724 |
Profit Factor | 1.4908 | 1.5618 | 1.4005 | 0.9689 | 0.9217 | 1.0173 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 52.7559 | 50.7937 | 54.6875 | 52.7559 | 50.7937 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.3351 | 1.513 | 1.1604 | 0.8677 | 0.8929 | 0.8429 |
Largest Winning Trade | 324570 | 324570 | 69856 | 350494 | 304208 | 350494 |
Largest Losing Trade | -80421 | -36341 | -80421 | -380040 | -139558 | -380040 |
Avg Bars in Trades | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Winners | 31 | 34 | 28 | 31 | 34 | 28 |
Avg Bars in Losers | 20 | 22 | 19 | 20 | 22 | 19 |
Bars Traded | 3362 | 1795 | 1567 | 3362 | 1795 | 1567 |
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 | 348812 | -180715 | -243283 | -579806 | -727077 | -588520 |
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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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