Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350239.4845 | 319864.1435 | 30375.341 | 76744.6343 | 190598.5088 | -113853.8744 |
Total P&L (%) | 350.2395 | 319.8641 | 30.3753 | 76.7446 | 190.5985 | -113.8539 |
Avg Daily Profit (%) | 0.1968 | 0.1797 | 0.0171 | 0.032 | 0.0599 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123281 | -44081 | -110210 | -150838 | -57697 | -202241 |
Profit Factor | 1.6618 | 2.552 | 1.094 | 1.1123 | 1.8475 | 0.7517 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 47.0588 | 41.1765 | 52.9412 | 47.0588 | 41.1765 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.8696 | 3.6457 | 0.9725 | 1.2513 | 2.6393 | 0.6681 |
Largest Winning Trade | 117954 | 117954 | 76555 | 98754 | 98754 | 83044 |
Largest Losing Trade | -65092 | -24671 | -65092 | -118778 | -47069 | -118778 |
Avg Bars in Trades | 51 | 45 | 56 | 51 | 45 | 56 |
Avg Bars in Winners | 74 | 69 | 77 | 74 | 69 | 77 |
Avg Bars in Losers | 30 | 29 | 32 | 30 | 29 | 32 |
Bars Traded | 3470 | 1557 | 1913 | 3470 | 1557 | 1913 |
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 | -104180 | 319121 | -291546 | -362048 | -112816 | -580413 |
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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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