Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386361.3078 | 372456.9656 | 13904.3423 | 7044.1126 | 264585.8395 | -257541.7269 |
Total P&L (%) | 386.3613 | 372.457 | 13.9043 | 7.0441 | 264.5858 | -257.5417 |
Avg Daily Profit (%) | 0.1954 | 0.1884 | 0.007 | 0.0034 | 0.0655 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143681 | -137563 | -162431 | -378847 | -216350 | -403388 |
Profit Factor | 1.3545 | 1.6912 | 1.0252 | 1.0036 | 1.3162 | 0.7686 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 111 | 50 | 61 | 111 | 50 | 61 |
Losing Trades | 111 | 61 | 50 | 111 | 61 | 50 |
Profitability (%) | 50 | 45.045 | 54.955 | 50 | 45.045 | 54.955 |
Ratio Avg Win / Avg Loss | 1.3545 | 2.0633 | 0.8404 | 1.0036 | 1.6057 | 0.63 |
Largest Winning Trade | 93475 | 93475 | 64371 | 135298 | 96437 | 135298 |
Largest Losing Trade | -74098 | -40216 | -74098 | -292441 | -120289 | -292441 |
Avg Bars in Trades | 26 | 21 | 30 | 26 | 21 | 30 |
Avg Bars in Winners | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Losers | 17 | 13 | 22 | 17 | 13 | 22 |
Bars Traded | 5819 | 2434 | 3385 | 5819 | 2434 | 3385 |
Profit Streak | 0 | 0 | 494.1729 | 0 | 0 | 494.1729 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339794 | 317454 | -421202 | -569107 | -106149 | -579810 |
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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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