Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473398.7586 | 342320.459 | 131078.2996 | 194213.9748 | -75756.9737 | 269970.9485 |
Total P&L (%) | 473.3988 | 342.3205 | 131.0783 | 194.214 | -75.757 | 269.9709 |
Avg Daily Profit (%) | 0.2478 | 0.1792 | 0.0686 | 0.0565 | -0.0741 | 0.0685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208816 | -109061 | -117585 | -1449234 | -1063114 | -619495 |
Profit Factor | 1.5734 | 1.8445 | 1.3118 | 1.0507 | 0.9645 | 1.1592 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 54.918 | 49.1803 | 60.6557 | 54.918 | 49.1803 | 60.6557 |
Ratio Avg Win / Avg Loss | 1.2916 | 1.906 | 0.8509 | 0.8625 | 0.9967 | 0.7519 |
Largest Winning Trade | 227909 | 227909 | 49442 | 502917 | 502917 | 186717 |
Largest Losing Trade | -46954 | -34319 | -46954 | -419766 | -419766 | -315754 |
Avg Bars in Trades | 29 | 33 | 26 | 29 | 33 | 26 |
Avg Bars in Winners | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Losers | 27 | 32 | 21 | 27 | 32 | 21 |
Bars Traded | 3619 | 2026 | 1593 | 3619 | 2026 | 1593 |
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 | 396823 | -151055 | -262859 | -282687 | -742777 | -308556 |
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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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