Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138553.9462 | 85025.6882 | 53528.258 | 202122.8708 | 70048.4179 | 132074.4529 |
Total P&L (%) | 138.5539 | 85.0257 | 53.5283 | 202.1229 | 70.0484 | 132.0745 |
Avg Daily Profit (%) | 0.3536 | 0.217 | 0.1366 | 0.2826 | 0.1356 | 0.2151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38010 | -38541 | -18894 | -141523 | -107145 | -61116 |
Profit Factor | 1.6511 | 1.6627 | 1.6336 | 1.337 | 1.1817 | 1.6162 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 51.5152 | 55.102 | 48 | 51.5152 | 55.102 | 48 |
Ratio Avg Win / Avg Loss | 1.554 | 1.3548 | 1.7697 | 1.2583 | 0.9629 | 1.7509 |
Largest Winning Trade | 30672 | 30672 | 18528 | 88502 | 88502 | 44880 |
Largest Losing Trade | -12006 | -12006 | -8527 | -45490 | -45490 | -25216 |
Avg Bars in Trades | 182 | 261 | 104 | 182 | 261 | 104 |
Avg Bars in Winners | 227 | 311 | 133 | 227 | 311 | 133 |
Avg Bars in Losers | 133 | 199 | 77 | 133 | 199 | 77 |
Bars Traded | 18031 | 12797 | 5234 | 18031 | 12797 | 5234 |
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 | 415538 | 345021 | -190474 | 292263 | -34559 | -171001 |
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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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