Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484908.7201 | 313971.7426 | 170936.9774 | 605317.4387 | 244141.0027 | 361176.4359 |
Total P&L (%) | 484.9087 | 313.9717 | 170.937 | 605.3174 | 244.141 | 361.1764 |
Avg Daily Profit (%) | 0.3557 | 0.2303 | 0.1254 | 0.1434 | 0.0907 | 0.1122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98078 | -58495 | -59055 | -276501 | -411818 | -235427 |
Profit Factor | 1.8029 | 1.8112 | 1.788 | 1.2572 | 1.1554 | 1.4616 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 82 | 34 | 48 | 82 | 34 | 48 |
Losing Trades | 57 | 35 | 22 | 57 | 35 | 22 |
Profitability (%) | 58.9928 | 49.2754 | 68.5714 | 58.9928 | 49.2754 | 68.5714 |
Ratio Avg Win / Avg Loss | 1.2532 | 1.8645 | 0.8195 | 0.8739 | 1.1894 | 0.6699 |
Largest Winning Trade | 258502 | 258502 | 51137 | 347312 | 347312 | 208608 |
Largest Losing Trade | -49510 | -31487 | -49510 | -218916 | -218916 | -139294 |
Avg Bars in Trades | 27 | 29 | 24 | 27 | 29 | 24 |
Avg Bars in Winners | 33 | 41 | 28 | 33 | 41 | 28 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 3771 | 2066 | 1706 | 3771 | 2066 | 1706 |
Profit Streak | 0 | 33.3048 | 0 | 0 | 33.3048 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470591 | -90105 | -116512 | -1235 | -222882 | -135315 |
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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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