Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291470.6726 | 371338.2965 | -79867.6239 | -83703.0308 | 120629.865 | -204332.8958 |
Total P&L (%) | 291.4707 | 371.3383 | -79.8676 | -83.703 | 120.6299 | -204.3329 |
Avg Daily Profit (%) | 0.1162 | 0.1481 | -0.0318 | -0.0723 | 0.0316 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106746 | -82228 | -146430 | -204319 | -134537 | -249563 |
Profit Factor | 1.3298 | 1.9722 | 0.8408 | 0.9188 | 1.2532 | 0.6318 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 53.5714 | 50 | 57.1429 | 53.5714 | 50 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1525 | 1.9722 | 0.6306 | 0.7963 | 1.2532 | 0.4738 |
Largest Winning Trade | 165944 | 165944 | 61233 | 116010 | 116010 | 44391 |
Largest Losing Trade | -69157 | -46250 | -69157 | -136419 | -86464 | -136419 |
Avg Bars in Trades | 57 | 38 | 76 | 57 | 38 | 76 |
Avg Bars in Winners | 62 | 36 | 86 | 62 | 36 | 86 |
Avg Bars in Losers | 52 | 41 | 64 | 52 | 41 | 64 |
Bars Traded | 4861 | 1630 | 3231 | 4861 | 1630 | 3231 |
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 | -36898 | 302384 | -579808 | -580090 | -150888 | -579808 |
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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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