Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343904.7842 | 270233.7445 | 73671.0398 | 113142.9226 | 118835.4414 | -5692.5188 |
Total P&L (%) | 343.9048 | 270.2337 | 73.671 | 113.1429 | 118.8354 | -5.6925 |
Avg Daily Profit (%) | 0.1853 | 0.1456 | 0.0397 | 0.0408 | 0.0422 | -0.0032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116282 | -105853 | -157497 | -243894 | -188279 | -235120 |
Profit Factor | 1.4785 | 1.8737 | 1.18 | 1.105 | 1.2544 | 0.9907 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 45.3125 | 42.1875 | 48.4375 | 45.3125 | 42.1875 | 48.4375 |
Ratio Avg Win / Avg Loss | 1.7845 | 2.5676 | 1.2561 | 1.3337 | 1.719 | 1.0546 |
Largest Winning Trade | 95506 | 95506 | 60231 | 120352 | 120352 | 71127 |
Largest Losing Trade | -46812 | -27846 | -46812 | -74126 | -50356 | -74126 |
Avg Bars in Trades | 40 | 38 | 42 | 40 | 38 | 42 |
Avg Bars in Winners | 58 | 57 | 60 | 58 | 57 | 60 |
Avg Bars in Losers | 25 | 24 | 25 | 25 | 24 | 25 |
Bars Traded | 5172 | 2452 | 2720 | 5172 | 2452 | 2720 |
Profit Streak | 29.1915 | 29.1915 | 47.8582 | 29.1915 | 29.1915 | 47.8582 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334940 | -137037 | -301223 | -243892 | -277563 | -717910 |
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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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