Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313825.2518 | 264052.7852 | 49772.4666 | -13137.4168 | 59979.9725 | -73117.3892 |
Total P&L (%) | 313.8253 | 264.0528 | 49.7725 | -13.1374 | 59.98 | -73.1174 |
Avg Daily Profit (%) | 0.305 | 0.2567 | 0.0484 | -0.0137 | 0.0457 | -0.1276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235697 | -168381 | -82307 | -476502 | -315149 | -196333 |
Profit Factor | 1.447 | 1.57 | 1.2084 | 0.9886 | 1.0793 | 0.8133 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 63 | 24 | 39 | 63 | 24 | 39 |
Losing Trades | 70 | 42 | 28 | 70 | 42 | 28 |
Profitability (%) | 47.3684 | 36.3636 | 58.209 | 47.3684 | 36.3636 | 58.209 |
Ratio Avg Win / Avg Loss | 1.6078 | 2.7476 | 0.8676 | 1.0984 | 1.8887 | 0.5839 |
Largest Winning Trade | 260313 | 260313 | 27230 | 233827 | 233827 | 76054 |
Largest Losing Trade | -33065 | -33065 | -23152 | -94296 | -94296 | -53163 |
Avg Bars in Trades | 182 | 269 | 96 | 182 | 269 | 96 |
Avg Bars in Winners | 223 | 427 | 97 | 223 | 427 | 97 |
Avg Bars in Losers | 146 | 179 | 96 | 146 | 179 | 96 |
Bars Traded | 24292 | 17816 | 6476 | 24292 | 17816 | 6476 |
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 | 357889 | -118810 | -247411 | -579782 | -394537 | -696394 |
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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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