Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72083.8486 | 47353.159 | 24730.6896 | 54623.9932 | 55603.1864 | -979.1932 |
Total P&L (%) | 72.0838 | 47.3532 | 24.7307 | 54.624 | 55.6032 | -0.9792 |
Avg Daily Profit (%) | 0.5189 | 0.3409 | 0.178 | 0.3142 | 0.3188 | -0.0071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38177 | -25537 | -36877 | -58979 | -24105 | -56955 |
Profit Factor | 1.2756 | 1.4311 | 1.163 | 1.1665 | 1.4388 | 0.9951 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 53.2934 | 50.6024 | 55.9524 | 53.2934 | 50.6024 | 55.9524 |
Ratio Avg Win / Avg Loss | 1.1179 | 1.397 | 0.9156 | 1.0223 | 1.4046 | 0.7834 |
Largest Winning Trade | 28776 | 28776 | 10642 | 26547 | 26547 | 12212 |
Largest Losing Trade | -33340 | -14043 | -33340 | -51244 | -15752 | -51244 |
Avg Bars in Trades | 77 | 76 | 77 | 77 | 76 | 77 |
Avg Bars in Winners | 75 | 77 | 73 | 75 | 77 | 73 |
Avg Bars in Losers | 79 | 76 | 82 | 79 | 76 | 82 |
Bars Traded | 12859 | 6380 | 6479 | 12859 | 6380 | 6479 |
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 | 352877 | 219841 | -40525 | -30259 | 236657 | -582116 |
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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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