Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175011.8783 | 143663.0318 | 31348.8465 | 58332.6327 | 31033.7817 | 27298.8509 |
Total P&L (%) | 175.0119 | 143.663 | 31.3488 | 58.3326 | 31.0338 | 27.2989 |
Avg Daily Profit (%) | 0.168 | 0.1379 | 0.0301 | 0.0441 | 0.026 | 0.0232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87994 | -91597 | -19973 | -108190 | -98756 | -30059 |
Profit Factor | 1.4968 | 1.5084 | 1.4499 | 1.1368 | 1.0901 | 1.3336 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 53.9326 | 47.7273 | 60 | 53.9326 | 47.7273 | 60 |
Ratio Avg Win / Avg Loss | 1.2785 | 1.652 | 0.9666 | 0.971 | 1.1939 | 0.8891 |
Largest Winning Trade | 74163 | 74163 | 19732 | 55225 | 55225 | 29480 |
Largest Losing Trade | -55748 | -55748 | -10036 | -68127 | -68127 | -14095 |
Avg Bars in Trades | 253 | 482 | 28 | 253 | 482 | 28 |
Avg Bars in Winners | 191 | 403 | 26 | 191 | 403 | 26 |
Avg Bars in Losers | 325 | 555 | 31 | 325 | 555 | 31 |
Bars Traded | 22521 | 21246 | 1275 | 22521 | 21246 | 1275 |
Profit Streak | 0 | 94.6498 | 0 | 0 | 94.6498 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337734 | -6716 | -154697 | -205722 | -282949 | -164996 |
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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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