Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538638.2544 | 390286.87 | 148351.3844 | 934879.1871 | 74838.0229 | 860041.1642 |
Total P&L (%) | 538.6383 | 390.2869 | 148.3514 | 934.8792 | 74.838 | 860.0412 |
Avg Daily Profit (%) | 0.2831 | 0.2051 | 0.078 | 0.1229 | 0.0294 | 0.119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125915 | -101805 | -68295 | -3164420 | -2347544 | -1550454 |
Profit Factor | 1.891 | 2.213 | 1.5246 | 1.0996 | 1.016 | 1.1822 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 40.8333 | 36.6667 | 45 | 40.8333 | 36.6667 | 45 |
Ratio Avg Win / Avg Loss | 2.74 | 3.8225 | 1.8634 | 1.5933 | 1.755 | 1.4449 |
Largest Winning Trade | 166915 | 166915 | 57371 | 1441822 | 1227330 | 1441822 |
Largest Losing Trade | -34927 | -34927 | -22528 | -623749 | -529154 | -623749 |
Avg Bars in Trades | 29 | 24 | 35 | 29 | 24 | 35 |
Avg Bars in Winners | 59 | 50 | 68 | 59 | 50 | 68 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3588 | 1442 | 2146 | 3588 | 1442 | 2146 |
Profit Streak | 0 | 0 | 565.742 | 0 | 0 | 565.742 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337299 | -162489 | -256435 | -141352 | -529790 | -224043 |
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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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