Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473713.257 | 382508.8158 | 91204.4412 | -15575.3431 | 342457.2555 | -358032.5986 |
Total P&L (%) | 473.7133 | 382.5088 | 91.2044 | -15.5753 | 342.4573 | -358.0326 |
Avg Daily Profit (%) | 0.249 | 0.2011 | 0.0479 | -0.0089 | 0.0782 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261912 | -62814 | -220993 | -550031 | -92960 | -500078 |
Profit Factor | 1.6357 | 2.1531 | 1.2206 | 0.9836 | 2.2053 | 0.4603 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 50.4274 | 42.3729 | 58.6207 | 50.4274 | 42.3729 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.608 | 2.9282 | 0.8616 | 0.9669 | 2.9992 | 0.3249 |
Largest Winning Trade | 184587 | 184587 | 55602 | 250206 | 250206 | 64817 |
Largest Losing Trade | -92010 | -28397 | -92010 | -171369 | -53902 | -171369 |
Avg Bars in Trades | 28 | 24 | 33 | 28 | 24 | 33 |
Avg Bars in Winners | 36 | 30 | 40 | 36 | 30 | 40 |
Avg Bars in Losers | 21 | 19 | 24 | 21 | 19 | 24 |
Bars Traded | 3383 | 1438 | 1945 | 3383 | 1438 | 1945 |
Profit Streak | 0 | 0 | 574.6792 | 0 | 0 | 574.6792 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424108 | -167642 | -308559 | -580134 | -263711 | -758381 |
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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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