Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328640.1651 | 282708.9428 | 45931.2223 | 123999.7115 | 263160.9261 | -139161.2146 |
Total P&L (%) | 328.6402 | 282.7089 | 45.9312 | 123.9997 | 263.1609 | -139.1612 |
Avg Daily Profit (%) | 0.1855 | 0.1595 | 0.0259 | 0.0455 | 0.0728 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83407 | -54601 | -100485 | -332043 | -232701 | -278238 |
Profit Factor | 1.67 | 2.3407 | 1.1643 | 1.0869 | 1.4583 | 0.8367 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 47.1429 | 42.8571 | 51.4286 | 47.1429 | 42.8571 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.8724 | 3.1209 | 1.0996 | 1.2187 | 1.9444 | 0.7902 |
Largest Winning Trade | 137963 | 137963 | 76409 | 210225 | 210225 | 165501 |
Largest Losing Trade | -44437 | -22248 | -44437 | -193074 | -83472 | -193074 |
Avg Bars in Trades | 72 | 62 | 83 | 72 | 62 | 83 |
Avg Bars in Winners | 106 | 86 | 122 | 106 | 86 | 122 |
Avg Bars in Losers | 43 | 44 | 41 | 43 | 44 | 41 |
Bars Traded | 5103 | 2185 | 2918 | 5103 | 2185 | 2918 |
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 | -89228 | 322037 | -199606 | -356913 | -96355 | -580602 |
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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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