Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230456.1544 | 66156.339 | 164299.8153 | -38811.9795 | -62013.8024 | 23201.8229 |
Total P&L (%) | 230.4562 | 66.1563 | 164.2998 | -38.812 | -62.0138 | 23.2018 |
Avg Daily Profit (%) | 0.1553 | 0.0446 | 0.1107 | -0.0331 | -0.0652 | 0.0141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117710 | -62356 | -110861 | -309035 | -129928 | -266250 |
Profit Factor | 1.3342 | 1.1959 | 1.4669 | 0.9646 | 0.8825 | 1.0407 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 54.0541 | 49.0909 | 58.9286 | 54.0541 | 49.0909 | 58.9286 |
Ratio Avg Win / Avg Loss | 1.1341 | 1.2402 | 1.0224 | 0.8199 | 0.9152 | 0.7254 |
Largest Winning Trade | 71656 | 71656 | 52437 | 122826 | 122826 | 76760 |
Largest Losing Trade | -84200 | -37578 | -84200 | -198868 | -77693 | -198868 |
Avg Bars in Trades | 76 | 65 | 88 | 76 | 65 | 88 |
Avg Bars in Winners | 66 | 47 | 82 | 66 | 47 | 82 |
Avg Bars in Losers | 88 | 82 | 96 | 88 | 82 | 96 |
Bars Traded | 8527 | 3582 | 4944 | 8527 | 3582 | 4944 |
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 | 300683 | -319029 | -223013 | -579957 | -761186 | -535101 |
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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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