Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371524.9232 | 333204.1183 | 38320.805 | 44425.7924 | 46584.1767 | -2158.3844 |
Total P&L (%) | 371.5249 | 333.2041 | 38.3208 | 44.4258 | 46.5842 | -2.1584 |
Avg Daily Profit (%) | 0.3567 | 0.3199 | 0.0368 | 0.0353 | 0.0367 | -0.0021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130532 | -95267 | -95389 | -166801 | -124472 | -114743 |
Profit Factor | 1.6379 | 2.1022 | 1.1368 | 1.0636 | 1.1394 | 0.9941 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 67 | 39 | 28 | 67 | 39 | 28 |
Profitability (%) | 37.963 | 27.7778 | 48.1481 | 37.963 | 27.7778 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.6765 | 5.4657 | 1.2242 | 1.738 | 2.9624 | 1.0706 |
Largest Winning Trade | 360157 | 360157 | 34093 | 127507 | 127507 | 44873 |
Largest Losing Trade | -39515 | -39515 | -30784 | -65215 | -39873 | -65215 |
Avg Bars in Trades | 229 | 226 | 231 | 229 | 226 | 231 |
Avg Bars in Winners | 378 | 416 | 357 | 378 | 416 | 357 |
Avg Bars in Losers | 137 | 153 | 114 | 137 | 153 | 114 |
Bars Traded | 24744 | 12251 | 12493 | 24744 | 12251 | 12493 |
Profit Streak | 56.2582 | 110.9665 | 56.2582 | 56.2582 | 110.9665 | 56.2582 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328675 | -183908 | -395968 | -300011 | -408132 | -758905 |
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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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