Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341820.6846 | 263893.3066 | 77927.378 | 25455.7777 | 60121.9506 | -34666.1729 |
Total P&L (%) | 341.8207 | 263.8933 | 77.9274 | 25.4558 | 60.122 | -34.6662 |
Avg Daily Profit (%) | 0.2513 | 0.194 | 0.0573 | 0.0167 | 0.0346 | -0.0313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162936 | -67969 | -191576 | -252028 | -108542 | -192246 |
Profit Factor | 1.4777 | 1.8499 | 1.1924 | 1.0424 | 1.2354 | 0.8996 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 44.4444 | 40 | 48.9796 | 44.4444 | 40 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.8471 | 2.7749 | 1.242 | 1.303 | 1.8531 | 0.9371 |
Largest Winning Trade | 63386 | 62478 | 63386 | 100838 | 59085 | 100838 |
Largest Losing Trade | -84237 | -22705 | -84237 | -73791 | -59018 | -73791 |
Avg Bars in Trades | 39 | 35 | 42 | 39 | 35 | 42 |
Avg Bars in Winners | 49 | 48 | 50 | 49 | 48 | 50 |
Avg Bars in Losers | 31 | 27 | 35 | 31 | 27 | 35 |
Bars Traded | 3898 | 1798 | 2100 | 3898 | 1798 | 2100 |
Profit Streak | 0 | 0 | 20.0861 | 0 | 0 | 20.0861 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303974 | -172863 | -125089 | -349899 | -330447 | -580523 |
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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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