Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230979.0791 | -2812.1653 | 233791.2444 | 219706.576 | -146136.0275 | 365842.6035 |
Total P&L (%) | 230.9791 | -2.8122 | 233.7912 | 219.7066 | -146.136 | 365.8426 |
Avg Daily Profit (%) | 0.1507 | -0.0018 | 0.1525 | 0.0758 | 0 | 0.1004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64576 | -72758 | -30441 | -255836 | -239590 | -105719 |
Profit Factor | 1.6227 | 0.9883 | 2.7875 | 1.212 | 0.7752 | 1.9475 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 26 | 7 | 19 | 26 | 7 | 19 |
Losing Trades | 66 | 39 | 27 | 66 | 39 | 27 |
Profitability (%) | 28.2609 | 15.2174 | 41.3043 | 28.2609 | 15.2174 | 41.3043 |
Ratio Avg Win / Avg Loss | 4.1191 | 5.5062 | 3.9612 | 3.0767 | 4.3191 | 2.7675 |
Largest Winning Trade | 79989 | 79989 | 69499 | 154611 | 154611 | 110035 |
Largest Losing Trade | -22722 | -22722 | -17546 | -71099 | -61160 | -71099 |
Avg Bars in Trades | 32 | 22 | 42 | 32 | 22 | 42 |
Avg Bars in Winners | 80 | 63 | 86 | 80 | 63 | 86 |
Avg Bars in Losers | 12 | 14 | 10 | 12 | 14 | 10 |
Bars Traded | 2947 | 1015 | 1932 | 2947 | 1015 | 1932 |
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 | -4925 | -650857 | 332175 | -106222 | -650857 | -58520 |
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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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