Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600524.0865 | 536524.9389 | 63999.1476 | -99376.0999 | 100487.8487 | -199863.9486 |
Total P&L (%) | 600.5241 | 536.5249 | 63.9991 | -99.3761 | 100.4878 | -199.8639 |
Avg Daily Profit (%) | 0.2543 | 0.2272 | 0.0271 | -0.2147 | 0.0295 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194557 | -120795 | -260225 | -218953 | -51061 | -234975 |
Profit Factor | 1.6545 | 2.1397 | 1.1432 | 0.7807 | 1.655 | 0.3332 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 45.5446 | 39.2157 | 52 | 45.5446 | 39.2157 | 52 |
Ratio Avg Win / Avg Loss | 1.9781 | 3.3165 | 1.0553 | 0.9335 | 2.5653 | 0.3076 |
Largest Winning Trade | 177086 | 177086 | 60134 | 119317 | 119317 | 34452 |
Largest Losing Trade | -99894 | -42501 | -99894 | -139786 | -33038 | -139786 |
Avg Bars in Trades | 91 | 102 | 81 | 91 | 102 | 81 |
Avg Bars in Winners | 133 | 142 | 126 | 133 | 142 | 126 |
Avg Bars in Losers | 57 | 76 | 32 | 57 | 76 | 32 |
Bars Traded | 9265 | 5210 | 4054 | 9265 | 5210 | 4054 |
Profit Streak | 0 | 0 | 328.9085 | 0 | 0 | 328.9085 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366162 | -171909 | -398485 | -582241 | -334646 | -759208 |
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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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