Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627053.8198 | 471855.2229 | 155198.5968 | 887330.9213 | 841052.1905 | 46278.7308 |
Total P&L (%) | 627.0538 | 471.8552 | 155.1986 | 887.3309 | 841.0522 | 46.2787 |
Avg Daily Profit (%) | 0.2725 | 0.205 | 0.0674 | 0.0995 | 0.0975 | 0.0165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117134 | -96003 | -91783 | -572212 | -379990 | -406195 |
Profit Factor | 1.8092 | 2.1755 | 1.4155 | 1.3261 | 1.6183 | 1.034 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 43.5115 | 39.3939 | 47.6923 | 43.5115 | 39.3939 | 47.6923 |
Ratio Avg Win / Avg Loss | 2.3488 | 3.3469 | 1.5525 | 1.7216 | 2.4897 | 1.1341 |
Largest Winning Trade | 250222 | 250222 | 57741 | 495093 | 495093 | 262522 |
Largest Losing Trade | -35445 | -34116 | -35445 | -200133 | -124348 | -200133 |
Avg Bars in Trades | 34 | 30 | 37 | 34 | 30 | 37 |
Avg Bars in Winners | 50 | 48 | 52 | 50 | 48 | 52 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 4471 | 2042 | 2429 | 4471 | 2042 | 2429 |
Profit Streak | 0 | 0 | 52.6985 | 0 | 0 | 52.6985 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356864 | -116779 | -233007 | -60487 | -187968 | -487557 |
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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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