Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391218.5481 | 372200.2236 | 19018.3245 | 88546.2324 | 356318.9841 | -267772.7516 |
Total P&L (%) | 391.2185 | 372.2002 | 19.0183 | 88.5462 | 356.319 | -267.7728 |
Avg Daily Profit (%) | 0.2088 | 0.1987 | 0.0102 | 0.0339 | 0.0811 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170310 | -105426 | -188120 | -236610 | -68841 | -272427 |
Profit Factor | 1.5442 | 2.1978 | 1.0466 | 1.1197 | 2.7257 | 0.4981 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 53.7634 | 51.0638 | 56.5217 | 53.7634 | 51.0638 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.328 | 2.1062 | 0.8051 | 0.9629 | 2.6121 | 0.3831 |
Largest Winning Trade | 128944 | 128944 | 52941 | 109054 | 108467 | 109054 |
Largest Losing Trade | -53895 | -50567 | -53895 | -202319 | -60962 | -202319 |
Avg Bars in Trades | 74 | 62 | 87 | 74 | 62 | 87 |
Avg Bars in Winners | 82 | 70 | 93 | 82 | 70 | 93 |
Avg Bars in Losers | 65 | 53 | 79 | 65 | 53 | 79 |
Bars Traded | 6954 | 2926 | 4028 | 6954 | 2926 | 4028 |
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 | 360313 | 432380 | -356827 | -237495 | -79307 | -579859 |
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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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