Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304858.6289 | 236658.2188 | 68200.4102 | 14209.3549 | 11265.6768 | 2943.6781 |
Total P&L (%) | 304.8586 | 236.6582 | 68.2004 | 14.2094 | 11.2657 | 2.9437 |
Avg Daily Profit (%) | 0.2245 | 0.1743 | 0.0502 | 0.0098 | 0.0079 | 0.0021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99905 | -80585 | -76925 | -273830 | -253726 | -142860 |
Profit Factor | 1.4734 | 1.7448 | 1.2091 | 1.0117 | 1.0191 | 1.0048 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 55.0847 | 49.1525 | 61.0169 | 55.0847 | 49.1525 | 61.0169 |
Ratio Avg Win / Avg Loss | 1.2014 | 1.805 | 0.7725 | 0.825 | 1.0542 | 0.6419 |
Largest Winning Trade | 234873 | 234873 | 48836 | 165774 | 165774 | 103877 |
Largest Losing Trade | -57019 | -24490 | -57019 | -83366 | -54700 | -83366 |
Avg Bars in Trades | 21 | 17 | 25 | 21 | 17 | 25 |
Avg Bars in Winners | 26 | 20 | 31 | 26 | 20 | 31 |
Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
Bars Traded | 2533 | 1021 | 1511 | 2533 | 1021 | 1511 |
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 | 368067 | -166023 | -303077 | -422605 | -685004 | -747675 |
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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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