Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407146.2787 | 172044.566 | 235101.7127 | 882593.0239 | 123605.7426 | 758987.2813 |
Total P&L (%) | 407.1463 | 172.0446 | 235.1017 | 882.593 | 123.6057 | 758.9873 |
Avg Daily Profit (%) | 0.2728 | 0.1153 | 0.1575 | 0.1532 | 0.0539 | 0.1442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95617 | -64798 | -62041 | -457204 | -465261 | -270733 |
Profit Factor | 1.9316 | 1.6182 | 2.4811 | 1.4827 | 1.107 | 2.1265 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 60.2041 | 55.102 | 65.3061 | 60.2041 | 55.102 | 65.3061 |
Ratio Avg Win / Avg Loss | 1.2768 | 1.3185 | 1.3181 | 0.9801 | 0.902 | 1.1297 |
Largest Winning Trade | 116649 | 116649 | 61330 | 260345 | 260345 | 258203 |
Largest Losing Trade | -34957 | -34957 | -27797 | -212384 | -212384 | -137235 |
Avg Bars in Trades | 56 | 63 | 49 | 56 | 63 | 49 |
Avg Bars in Winners | 56 | 58 | 53 | 56 | 58 | 53 |
Avg Bars in Losers | 56 | 68 | 40 | 56 | 68 | 40 |
Bars Traded | 5518 | 3105 | 2413 | 5518 | 3105 | 2413 |
Profit Streak | 12.1993 | 0 | 18.1993 | 12.1993 | 0 | 18.1993 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468157 | -36399 | 486708 | 337514 | -224598 | 196215 |
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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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