Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629904.1548 | 453226.8383 | 176677.3165 | 796379.5502 | -521390.2659 | 1317769.816 |
Total P&L (%) | 629.9042 | 453.2268 | 176.6773 | 796.3796 | -521.3903 | 1317.7698 |
Avg Daily Profit (%) | 0.3605 | 0.2594 | 0.1011 | 0.1256 | 0 | 0.1519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117108 | -108166 | -108748 | -1238534 | -1263355 | -769255 |
Profit Factor | 1.9809 | 2.0977 | 1.7705 | 1.1511 | 0.8553 | 1.7905 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 37.6147 | 27.2727 | 48.1481 | 37.6147 | 27.2727 | 48.1481 |
Ratio Avg Win / Avg Loss | 3.2854 | 5.5939 | 1.9067 | 1.9092 | 2.2808 | 1.9283 |
Largest Winning Trade | 321416 | 321416 | 63043 | 581660 | 492055 | 581660 |
Largest Losing Trade | -30568 | -30568 | -28930 | -363720 | -363720 | -267442 |
Avg Bars in Trades | 47 | 49 | 44 | 47 | 49 | 44 |
Avg Bars in Winners | 75 | 85 | 69 | 75 | 85 | 69 |
Avg Bars in Losers | 30 | 35 | 21 | 30 | 35 | 21 |
Bars Traded | 5129 | 2716 | 2413 | 5129 | 2716 | 2413 |
Profit Streak | 0 | 0 | 130.1589 | 0 | 0 | 130.1589 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311259 | -188013 | -234447 | -82647 | -778131 | -168793 |
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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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