Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363748.6051 | 262582.2891 | 101166.316 | 439327.8673 | 108593.9326 | 330733.9346 |
Total P&L (%) | 363.7486 | 262.5823 | 101.1663 | 439.3279 | 108.5939 | 330.7339 |
Avg Daily Profit (%) | 0.2919 | 0.2107 | 0.0812 | 0.1353 | 0.059 | 0.1173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80536 | -72685 | -33337 | -295635 | -390252 | -69111 |
Profit Factor | 1.7243 | 1.684 | 1.8547 | 1.2879 | 1.0905 | 2.0138 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 60.4651 | 54.6875 | 66.1538 | 60.4651 | 54.6875 | 66.1538 |
Ratio Avg Win / Avg Loss | 1.1274 | 1.3953 | 0.9489 | 0.8421 | 0.9036 | 1.0303 |
Largest Winning Trade | 126518 | 126518 | 13889 | 148970 | 148970 | 45414 |
Largest Losing Trade | -58161 | -58161 | -15336 | -217998 | -217998 | -39634 |
Avg Bars in Trades | 115 | 216 | 15 | 115 | 216 | 15 |
Avg Bars in Winners | 84 | 168 | 16 | 84 | 168 | 16 |
Avg Bars in Losers | 162 | 275 | 13 | 162 | 275 | 13 |
Bars Traded | 14885 | 13871 | 1014 | 14885 | 13871 | 1014 |
Profit Streak | 0 | 2.07 | 0 | 0 | 2.07 | 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 | 441431 | -130791 | -213130 | -12340 | -377322 | -163061 |
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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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