Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324572.5105 | 222359.4909 | 102213.0196 | 84182.6084 | 142589.2699 | -58406.6615 |
Total P&L (%) | 324.5725 | 222.3595 | 102.213 | 84.1826 | 142.5893 | -58.4067 |
Avg Daily Profit (%) | 0.1731 | 0.1186 | 0.0545 | 0.0326 | 0.0473 | -0.0468 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143197 | -54858 | -109365 | -233353 | -101750 | -166039 |
Profit Factor | 1.4553 | 1.7267 | 1.2512 | 1.0776 | 1.312 | 0.9069 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 48.1481 | 51.8519 | 44.4444 | 48.1481 | 51.8519 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.5672 | 1.6034 | 1.564 | 1.1605 | 1.2183 | 1.1336 |
Largest Winning Trade | 86377 | 86377 | 55907 | 97649 | 90719 | 97649 |
Largest Losing Trade | -47283 | -47283 | -45385 | -98636 | -83280 | -98636 |
Avg Bars in Trades | 50 | 31 | 69 | 50 | 31 | 69 |
Avg Bars in Winners | 58 | 25 | 97 | 58 | 25 | 97 |
Avg Bars in Losers | 43 | 38 | 47 | 43 | 38 | 47 |
Bars Traded | 5460 | 1708 | 3752 | 5460 | 1708 | 3752 |
Profit Streak | 0 | 0 | 36.5446 | 0 | 0 | 36.5446 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327663 | -211254 | -300909 | -284923 | -309441 | -760783 |
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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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