Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482767.4092 | 350753.9441 | 132013.4651 | 770301.7719 | -244354.0417 | 1014655.8136 |
Total P&L (%) | 482.7674 | 350.7539 | 132.0135 | 770.3018 | -244.354 | 1014.6558 |
Avg Daily Profit (%) | 0.2606 | 0.1894 | 0.0713 | 0.1169 | 0 | 0.1303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130196 | -157915 | -50043 | -1277476 | -1392659 | -466446 |
Profit Factor | 1.777 | 1.992 | 1.4931 | 1.1378 | 0.9281 | 1.4631 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 42.4779 | 36.8421 | 48.2143 | 42.4779 | 36.8421 | 48.2143 |
Ratio Avg Win / Avg Loss | 2.4064 | 3.4149 | 1.6037 | 1.5408 | 1.591 | 1.5715 |
Largest Winning Trade | 123252 | 123252 | 55796 | 689324 | 689324 | 330356 |
Largest Losing Trade | -36660 | -25046 | -36660 | -407762 | -284765 | -407762 |
Avg Bars in Trades | 95 | 88 | 102 | 95 | 88 | 102 |
Avg Bars in Winners | 152 | 154 | 150 | 152 | 154 | 150 |
Avg Bars in Losers | 53 | 50 | 57 | 53 | 50 | 57 |
Bars Traded | 10782 | 5053 | 5729 | 10782 | 5053 | 5729 |
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 | 319829 | -174135 | -276155 | -107010 | -763450 | -197278 |
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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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