Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268681.3461 | 99991.7176 | 168689.6285 | 543480.4524 | 120959.9738 | 422520.4787 |
Total P&L (%) | 268.6813 | 99.9917 | 168.6896 | 543.4805 | 120.96 | 422.5205 |
Avg Daily Profit (%) | 0.288 | 0.1072 | 0.1808 | 0.1997 | 0.085 | 0.1774 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56191 | -50652 | -42463 | -589365 | -454318 | -229947 |
Profit Factor | 1.6516 | 1.4347 | 1.9254 | 1.2617 | 1.1026 | 1.4708 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 45.6522 | 39.1304 | 52.1739 | 45.6522 | 39.1304 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.9662 | 2.2317 | 1.765 | 1.5021 | 1.7151 | 1.3483 |
Largest Winning Trade | 54544 | 54544 | 33741 | 370848 | 370848 | 169389 |
Largest Losing Trade | -31769 | -31769 | -17196 | -299610 | -299610 | -111274 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 31 | 32 | 29 | 31 | 32 | 29 |
Avg Bars in Losers | 10 | 12 | 6 | 10 | 12 | 6 |
Bars Traded | 2713 | 1406 | 1307 | 2713 | 1406 | 1307 |
Profit Streak | 0 | 0 | 23.6068 | 0 | 0 | 23.6068 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376318 | -153799 | -89461 | 286166 | -291930 | -92019 |
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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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