Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379095.4508 | 294860.6673 | 84234.7836 | 113850.4513 | 316335.5243 | -202485.0729 |
Total P&L (%) | 379.0955 | 294.8607 | 84.2348 | 113.8505 | 316.3355 | -202.4851 |
Avg Daily Profit (%) | 0.2047 | 0.1592 | 0.0455 | 0.0411 | 0.077 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121322 | -115448 | -98011 | -731246 | -620674 | -570641 |
Profit Factor | 1.4836 | 1.8484 | 1.1931 | 1.0337 | 1.2135 | 0.8934 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 56.6929 | 52.381 | 60.9375 | 56.6929 | 52.381 | 60.9375 |
Ratio Avg Win / Avg Loss | 1.1333 | 1.6803 | 0.7648 | 0.7896 | 1.1032 | 0.5727 |
Largest Winning Trade | 102021 | 102021 | 43363 | 245930 | 245930 | 240926 |
Largest Losing Trade | -59086 | -50724 | -59086 | -367244 | -367244 | -331072 |
Avg Bars in Trades | 28 | 22 | 34 | 28 | 22 | 34 |
Avg Bars in Winners | 27 | 21 | 32 | 27 | 21 | 32 |
Avg Bars in Losers | 29 | 23 | 36 | 29 | 23 | 36 |
Bars Traded | 3626 | 1437 | 2189 | 3626 | 1437 | 2189 |
Profit Streak | 0 | 50.979 | 0 | 0 | 50.979 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372578 | -134324 | -279735 | -321745 | -235629 | -718540 |
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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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