Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55956.0325 | -14508.3854 | 70464.418 | 11718.9794 | -22144.3806 | 33863.36 |
Total P&L (%) | 55.956 | -14.5084 | 70.4644 | 11.719 | -22.1444 | 33.8634 |
Avg Daily Profit (%) | 0.2149 | -0.0557 | 0.2706 | 0.0426 | -0.0961 | 0.1121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72582 | -56362 | -31459 | -59561 | -41334 | -30342 |
Profit Factor | 1.1539 | 0.9314 | 1.4637 | 1.0384 | 0.8731 | 1.259 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 113 | 50 | 63 | 113 | 50 | 63 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 58.5492 | 52.0833 | 64.9485 | 58.5492 | 52.0833 | 64.9485 |
Ratio Avg Win / Avg Loss | 0.817 | 0.8569 | 0.79 | 0.7352 | 0.8032 | 0.6795 |
Largest Winning Trade | 22055 | 22055 | 17236 | 21786 | 21786 | 14050 |
Largest Losing Trade | -31459 | -24892 | -31459 | -30342 | -17642 | -30342 |
Avg Bars in Trades | 128 | 130 | 125 | 128 | 130 | 125 |
Avg Bars in Winners | 84 | 72 | 94 | 84 | 72 | 94 |
Avg Bars in Losers | 189 | 194 | 183 | 189 | 194 | 183 |
Bars Traded | 24729 | 12531 | 12198 | 24729 | 12531 | 12198 |
Profit Streak | 4.091 | 0 | 9.5597 | 4.091 | 0 | 9.5597 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45452 | -582201 | 349649 | -427721 | -582201 | -45930 |
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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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