Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388556.6594 | 334771.4001 | 53785.2593 | -49937.0976 | 20977.2818 | -70914.3794 |
Total P&L (%) | 388.5567 | 334.7714 | 53.7853 | -49.9371 | 20.9773 | -70.9144 |
Avg Daily Profit (%) | 0.2035 | 0.1753 | 0.0282 | -0.0362 | 0.01 | -0.0646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140646 | -141708 | -71602 | -357049 | -303056 | -86370 |
Profit Factor | 1.5271 | 1.7657 | 1.1794 | 0.943 | 1.0411 | 0.8064 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 47.4747 | 40.8163 | 54 | 47.4747 | 40.8163 | 54 |
Ratio Avg Win / Avg Loss | 1.6896 | 2.5602 | 1.0046 | 1.0433 | 1.5097 | 0.6869 |
Largest Winning Trade | 469779 | 469779 | 31186 | 324752 | 324752 | 36015 |
Largest Losing Trade | -41944 | -41944 | -40239 | -130584 | -130584 | -82552 |
Avg Bars in Trades | 107 | 165 | 51 | 107 | 165 | 51 |
Avg Bars in Winners | 115 | 195 | 56 | 115 | 195 | 56 |
Avg Bars in Losers | 101 | 144 | 46 | 101 | 144 | 46 |
Bars Traded | 10681 | 8092 | 2589 | 10681 | 8092 | 2589 |
Profit Streak | 0 | 91.2136 | 0 | 0 | 91.2136 | 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 | 342545 | 282293 | -359113 | -579829 | -362816 | -760314 |
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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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