Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199720.4888 | 73388.04 | 126332.4488 | 142855.988 | 62972.855 | 79883.1329 |
Total P&L (%) | 199.7205 | 73.388 | 126.3324 | 142.856 | 62.9729 | 79.8831 |
Avg Daily Profit (%) | 0.1797 | 0.066 | 0.1137 | 0.0799 | 0.044 | 0.0528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86000 | -47990 | -62150 | -219132 | -149832 | -193138 |
Profit Factor | 1.5407 | 1.3437 | 1.8106 | 1.1831 | 1.1588 | 1.2082 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
Losing Trades | 39 | 26 | 13 | 39 | 26 | 13 |
Profitability (%) | 55.6818 | 40.9091 | 70.4545 | 55.6818 | 40.9091 | 70.4545 |
Ratio Avg Win / Avg Loss | 1.2263 | 1.9409 | 0.7593 | 0.9416 | 1.6738 | 0.5067 |
Largest Winning Trade | 62931 | 62931 | 24345 | 112333 | 112333 | 62364 |
Largest Losing Trade | -56213 | -24496 | -56213 | -178882 | -75189 | -178882 |
Avg Bars in Trades | 146 | 111 | 180 | 146 | 111 | 180 |
Avg Bars in Winners | 140 | 99 | 164 | 140 | 99 | 164 |
Avg Bars in Losers | 153 | 120 | 219 | 153 | 120 | 219 |
Bars Traded | 12862 | 4926 | 7936 | 12862 | 4926 | 7936 |
Profit Streak | 0 | 50.1105 | 0 | 0 | 50.1105 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359066 | -106208 | -37870 | -106134 | -182354 | -121778 |
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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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