Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248947.1405 | 182530.8122 | 66416.3283 | -48506.9262 | 123726.9345 | -172233.8607 |
Total P&L (%) | 248.9471 | 182.5308 | 66.4163 | -48.5069 | 123.7269 | -172.2339 |
Avg Daily Profit (%) | 0.1545 | 0.1133 | 0.0412 | -0.0412 | 0.05 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202823 | -90787 | -112035 | -458212 | -175688 | -286652 |
Profit Factor | 1.427 | 1.6549 | 1.2183 | 0.9395 | 1.354 | 0.6193 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 52.1008 | 50 | 54.2373 | 52.1008 | 50 | 54.2373 |
Ratio Avg Win / Avg Loss | 1.312 | 1.6549 | 1.0279 | 0.8637 | 1.354 | 0.5225 |
Largest Winning Trade | 309143 | 309143 | 60440 | 348861 | 348861 | 31191 |
Largest Losing Trade | -58814 | -38363 | -58814 | -130523 | -104763 | -130523 |
Avg Bars in Trades | 37 | 29 | 45 | 37 | 29 | 45 |
Avg Bars in Winners | 49 | 30 | 67 | 49 | 30 | 67 |
Avg Bars in Losers | 24 | 28 | 19 | 24 | 28 | 19 |
Bars Traded | 4454 | 1766 | 2688 | 4454 | 1766 | 2688 |
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 | 312500 | -207534 | -314634 | -580189 | -294645 | -756909 |
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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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