Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593510.3358 | 363976.8803 | 229533.4555 | 982735.0154 | -205029.2531 | 1187764.2685 |
Total P&L (%) | 593.5103 | 363.9769 | 229.5335 | 982.735 | -205.0293 | 1187.7643 |
Avg Daily Profit (%) | 0.3264 | 0.2002 | 0.1262 | 0.1311 | 0 | 0.1406 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128176 | -79669 | -70359 | -1560774 | -827058 | -873704 |
Profit Factor | 2.0543 | 2.0284 | 2.0983 | 1.2045 | 0.9329 | 1.679 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 44.5545 | 37.2549 | 52 | 44.5545 | 37.2549 | 52 |
Ratio Avg Win / Avg Loss | 2.5565 | 3.4162 | 1.9369 | 1.4989 | 1.5712 | 1.5498 |
Largest Winning Trade | 313729 | 313729 | 71748 | 527449 | 527449 | 402723 |
Largest Losing Trade | -49752 | -25498 | -49752 | -758853 | -381360 | -758853 |
Avg Bars in Trades | 52 | 45 | 59 | 52 | 45 | 59 |
Avg Bars in Winners | 78 | 73 | 82 | 78 | 73 | 82 |
Avg Bars in Losers | 31 | 29 | 34 | 31 | 29 | 34 |
Bars Traded | 5283 | 2318 | 2965 | 5283 | 2318 | 2965 |
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 | 402275 | -173534 | -200301 | -19952 | -763011 | -181486 |
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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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