Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321753.5664 | 163084.7969 | 158668.7695 | 393460.1307 | 280941.1648 | 112518.9658 |
Total P&L (%) | 321.7536 | 163.0848 | 158.6688 | 393.4601 | 280.9412 | 112.519 |
Avg Daily Profit (%) | 0.1714 | 0.0869 | 0.0845 | 0.0851 | 0.0713 | 0.0402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71396 | -45419 | -60437 | -713951 | -331096 | -625705 |
Profit Factor | 1.6044 | 1.6878 | 1.5374 | 1.1222 | 1.2254 | 1.057 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 51.6667 | 45 | 58.3333 | 51.6667 | 45 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.5009 | 2.0629 | 1.0981 | 1.0498 | 1.4977 | 0.755 |
Largest Winning Trade | 73494 | 61049 | 73494 | 280506 | 256594 | 280506 |
Largest Losing Trade | -49062 | -23831 | -49062 | -394402 | -154030 | -394402 |
Avg Bars in Trades | 61 | 22 | 99 | 61 | 22 | 99 |
Avg Bars in Winners | 81 | 25 | 125 | 81 | 25 | 125 |
Avg Bars in Losers | 39 | 20 | 63 | 39 | 20 | 63 |
Bars Traded | 7345 | 1368 | 5977 | 7345 | 1368 | 5977 |
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 | 394129 | -244607 | -246661 | -164943 | -268984 | -466814 |
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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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