Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151059.0182 | 84555.0161 | 66504.0021 | 102308.6338 | 65141.612 | 37167.0218 |
Total P&L (%) | 151.059 | 84.555 | 66.504 | 102.3086 | 65.1416 | 37.167 |
Avg Daily Profit (%) | 0.1637 | 0.0916 | 0.0721 | 0.0764 | 0.0544 | 0.0343 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111974 | -67802 | -75494 | -270135 | -180078 | -172046 |
Profit Factor | 1.3493 | 1.4152 | 1.2906 | 1.1092 | 1.1429 | 1.0773 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Losing Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Profitability (%) | 52.8302 | 58.4906 | 47.1698 | 52.8302 | 58.4906 | 47.1698 |
Ratio Avg Win / Avg Loss | 1.2047 | 1.0043 | 1.4455 | 0.9904 | 0.8111 | 1.2066 |
Largest Winning Trade | 36360 | 36343 | 36360 | 73516 | 63764 | 73516 |
Largest Losing Trade | -25220 | -23922 | -25220 | -73635 | -54935 | -73635 |
Avg Bars in Trades | 22 | 17 | 27 | 22 | 17 | 27 |
Avg Bars in Winners | 19 | 10 | 31 | 19 | 10 | 31 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 2423 | 939 | 1483 | 2423 | 939 | 1483 |
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 | 310408 | -248506 | -277787 | -192060 | -364299 | -465977 |
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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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