Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510238.0509 | 430011.0767 | 80226.9743 | 88474.3435 | 484266.5748 | -395792.2314 |
Total P&L (%) | 510.2381 | 430.0111 | 80.227 | 88.4743 | 484.2666 | -395.7922 |
Avg Daily Profit (%) | 0.3174 | 0.2675 | 0.0499 | 0.0394 | 0.1099 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158322 | -121439 | -122218 | -809293 | -534029 | -622925 |
Profit Factor | 1.7669 | 2.1746 | 1.2681 | 1.0435 | 1.4773 | 0.6118 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 50 | 31 | 19 | 50 | 31 | 19 |
Profitability (%) | 45.0549 | 32.6087 | 57.7778 | 45.0549 | 32.6087 | 57.7778 |
Ratio Avg Win / Avg Loss | 2.1547 | 4.4943 | 0.9267 | 1.2726 | 3.0531 | 0.4471 |
Largest Winning Trade | 279504 | 279504 | 71416 | 627719 | 627719 | 79149 |
Largest Losing Trade | -49236 | -28147 | -49236 | -290045 | -220544 | -290045 |
Avg Bars in Trades | 206 | 184 | 229 | 206 | 184 | 229 |
Avg Bars in Winners | 312 | 361 | 284 | 312 | 361 | 284 |
Avg Bars in Losers | 120 | 99 | 153 | 120 | 99 | 153 |
Bars Traded | 18835 | 8504 | 10331 | 18835 | 8504 | 10331 |
Profit Streak | 0 | 0 | 54.2746 | 0 | 0 | 54.2746 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385602 | 203236 | -126407 | -314593 | -50732 | -579141 |
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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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