Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468196.2242 | 335275.7716 | 132920.4526 | -74936.2609 | 10245.4639 | -85181.7248 |
Total P&L (%) | 468.1962 | 335.2758 | 132.9205 | -74.9363 | 10.2455 | -85.1817 |
Avg Daily Profit (%) | 0.2448 | 0.1753 | 0.0695 | -0.0723 | 0.0051 | -0.0998 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142047 | -113347 | -115272 | -290390 | -130838 | -293788 |
Profit Factor | 1.4882 | 1.7488 | 1.26 | 0.9104 | 1.0331 | 0.8381 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 56.5217 | 50.7246 | 62.3188 | 56.5217 | 50.7246 | 62.3188 |
Ratio Avg Win / Avg Loss | 1.1447 | 1.6988 | 0.7618 | 0.7003 | 1.0035 | 0.5068 |
Largest Winning Trade | 130907 | 130907 | 62437 | 82411 | 28467 | 82411 |
Largest Losing Trade | -96620 | -44794 | -96620 | -290270 | -41311 | -290270 |
Avg Bars in Trades | 39 | 33 | 46 | 39 | 33 | 46 |
Avg Bars in Winners | 36 | 25 | 44 | 36 | 25 | 44 |
Avg Bars in Losers | 44 | 41 | 48 | 44 | 41 | 48 |
Bars Traded | 5508 | 2321 | 3187 | 5508 | 2321 | 3187 |
Profit Streak | 44.9426 | 57.9426 | 44.9426 | 44.9426 | 57.9426 | 44.9426 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427269 | -89881 | -201485 | -578147 | -628916 | -680306 |
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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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