Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376644.1084 | 249377.9064 | 127266.2019 | 480001.152 | 533939.2538 | -53938.1018 |
Total P&L (%) | 376.6441 | 249.3779 | 127.2662 | 480.0012 | 533.9393 | -53.9381 |
Avg Daily Profit (%) | 0.2754 | 0.1823 | 0.0931 | 0.1286 | 0.1351 | -0.0567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73160 | -55570 | -75795 | -475056 | -311195 | -392533 |
Profit Factor | 1.5508 | 1.7496 | 1.3625 | 1.1464 | 1.3493 | 0.9692 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 45.1613 | 41.9355 | 48.3871 | 45.1613 | 41.9355 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.8832 | 2.4225 | 1.4533 | 1.392 | 1.8682 | 1.0338 |
Largest Winning Trade | 84529 | 84529 | 49009 | 246842 | 246842 | 183906 |
Largest Losing Trade | -38641 | -29054 | -38641 | -192608 | -111524 | -192608 |
Avg Bars in Trades | 63 | 53 | 72 | 63 | 53 | 72 |
Avg Bars in Winners | 90 | 74 | 105 | 90 | 74 | 105 |
Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
Bars Traded | 7815 | 3343 | 4472 | 7815 | 3343 | 4472 |
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 | 339858 | -146807 | -223077 | -82404 | -168323 | -733918 |
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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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