Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353375.0239 | 290329.7245 | 63045.2994 | 61785.7693 | 291079.4757 | -229293.7064 |
Total P&L (%) | 353.375 | 290.3297 | 63.0453 | 61.7858 | 291.0795 | -229.2937 |
Avg Daily Profit (%) | 0.1906 | 0.1566 | 0.034 | 0.0259 | 0.0736 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152899 | -115736 | -132256 | -511565 | -414676 | -504761 |
Profit Factor | 1.4739 | 1.6717 | 1.2011 | 1.0385 | 1.3475 | 0.7008 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 46.9027 | 45.614 | 48.2143 | 46.9027 | 45.614 | 48.2143 |
Ratio Avg Win / Avg Loss | 1.6686 | 1.9932 | 1.2901 | 1.1757 | 1.6066 | 0.7527 |
Largest Winning Trade | 108139 | 108139 | 45581 | 242831 | 242831 | 65621 |
Largest Losing Trade | -59124 | -44911 | -59124 | -205506 | -195037 | -205506 |
Avg Bars in Trades | 95 | 99 | 91 | 95 | 99 | 91 |
Avg Bars in Winners | 124 | 135 | 114 | 124 | 135 | 114 |
Avg Bars in Losers | 69 | 68 | 70 | 69 | 68 | 70 |
Bars Traded | 10781 | 5648 | 5133 | 10781 | 5648 | 5133 |
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 | 320175 | -171344 | -329208 | -337815 | -274987 | -761527 |
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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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