Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445079.6729 | 411392.8815 | 33686.7914 | 131342.1251 | 164377.8551 | -33035.7301 |
Total P&L (%) | 445.0797 | 411.3929 | 33.6868 | 131.3421 | 164.3779 | -33.0357 |
Avg Daily Profit (%) | 0.178 | 0.1646 | 0.0135 | 0.0336 | 0.0389 | -0.016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100385 | -38844 | -137164 | -81491 | -33000 | -115369 |
Profit Factor | 1.616 | 2.8757 | 1.0669 | 1.2494 | 2.0135 | 0.9093 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Losing Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Profitability (%) | 44.9153 | 49.1525 | 40.678 | 44.9153 | 49.1525 | 40.678 |
Ratio Avg Win / Avg Loss | 1.9819 | 2.9749 | 1.556 | 1.5323 | 2.0829 | 1.3261 |
Largest Winning Trade | 201138 | 201138 | 66877 | 113042 | 113042 | 53443 |
Largest Losing Trade | -56959 | -17710 | -56959 | -53069 | -29652 | -53069 |
Avg Bars in Trades | 40 | 12 | 69 | 40 | 12 | 69 |
Avg Bars in Winners | 67 | 17 | 127 | 67 | 17 | 127 |
Avg Bars in Losers | 18 | 6 | 29 | 18 | 6 | 29 |
Bars Traded | 4798 | 716 | 4082 | 4798 | 716 | 4082 |
Profit Streak | 134.3649 | 134.3649 | 139.8649 | 134.3649 | 134.3649 | 139.8649 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352381 | -163354 | -503413 | -147884 | -313281 | -759123 |
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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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