Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402330.7198 | 243538.1108 | 158792.609 | 445156.0416 | 390825.7739 | 54330.2677 |
Total P&L (%) | 402.3307 | 243.5381 | 158.7926 | 445.156 | 390.8258 | 54.3303 |
Avg Daily Profit (%) | 0.2932 | 0.1775 | 0.1157 | 0.1237 | 0.116 | 0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90193 | -73440 | -45910 | -554907 | -529816 | -363904 |
Profit Factor | 1.6654 | 1.7082 | 1.6089 | 1.1639 | 1.2652 | 1.0437 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 40.3846 | 34.6154 | 46.1538 | 40.3846 | 34.6154 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.4584 | 3.2265 | 1.8771 | 1.7181 | 2.3898 | 1.2177 |
Largest Winning Trade | 139233 | 139233 | 37010 | 320522 | 320522 | 192576 |
Largest Losing Trade | -25118 | -19415 | -25118 | -198963 | -106875 | -198963 |
Avg Bars in Trades | 25 | 23 | 28 | 25 | 23 | 28 |
Avg Bars in Winners | 42 | 42 | 43 | 42 | 42 | 43 |
Avg Bars in Losers | 14 | 13 | 16 | 14 | 13 | 16 |
Bars Traded | 2699 | 1217 | 1482 | 2699 | 1217 | 1482 |
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 | 301955 | -175094 | -216716 | -70232 | -222887 | -505381 |
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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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