Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334311.6773 | 142555.8307 | 191755.8466 | 377935.7065 | -84941.1569 | 462876.8634 |
Total P&L (%) | 334.3117 | 142.5558 | 191.7558 | 377.9357 | -84.9412 | 462.8769 |
Avg Daily Profit (%) | 0.2205 | 0.094 | 0.1264 | 0.1032 | -0.1248 | 0.114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76226 | -56254 | -46260 | -558082 | -471563 | -196344 |
Profit Factor | 1.8201 | 1.6529 | 2.013 | 1.2177 | 0.912 | 1.601 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 54 | 21 | 33 | 54 | 21 | 33 |
Losing Trades | 75 | 44 | 31 | 75 | 44 | 31 |
Profitability (%) | 41.8605 | 32.3077 | 51.5625 | 41.8605 | 32.3077 | 51.5625 |
Ratio Avg Win / Avg Loss | 2.528 | 3.4633 | 1.891 | 1.6913 | 1.9109 | 1.5039 |
Largest Winning Trade | 196103 | 196103 | 71312 | 414547 | 414547 | 393056 |
Largest Losing Trade | -19854 | -12461 | -19854 | -139382 | -106953 | -139382 |
Avg Bars in Trades | 137 | 91 | 185 | 137 | 91 | 185 |
Avg Bars in Winners | 256 | 178 | 306 | 256 | 178 | 306 |
Avg Bars in Losers | 51 | 49 | 55 | 51 | 49 | 55 |
Bars Traded | 17764 | 5921 | 11843 | 17764 | 5921 | 11843 |
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 | 303321 | -203176 | -159364 | -57329 | -716838 | -176748 |
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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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