Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77442.4171 | 45044.9947 | 32397.4223 | 71575.4011 | 107996.9432 | -36421.5421 |
Total P&L (%) | 77.4424 | 45.045 | 32.3974 | 71.5754 | 107.9969 | -36.4215 |
Avg Daily Profit (%) | 0.2974 | 0.173 | 0.1244 | 0.2075 | 0.2816 | -0.1738 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91467 | -17710 | -96187 | -250563 | -35385 | -275759 |
Profit Factor | 1.3187 | 1.5388 | 1.2033 | 1.1269 | 1.694 | 0.9108 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 71.0526 | 71.0526 | 71.0526 | 71.0526 | 71.0526 | 71.0526 |
Ratio Avg Win / Avg Loss | 0.5373 | 0.6269 | 0.4902 | 0.4591 | 0.6901 | 0.3711 |
Largest Winning Trade | 15321 | 15321 | 9791 | 30077 | 23882 | 30077 |
Largest Losing Trade | -21296 | -12890 | -21296 | -74218 | -23823 | -74218 |
Avg Bars in Trades | 161 | 72 | 250 | 161 | 72 | 250 |
Avg Bars in Winners | 75 | 41 | 109 | 75 | 41 | 109 |
Avg Bars in Losers | 373 | 148 | 597 | 373 | 148 | 597 |
Bars Traded | 24536 | 5491 | 19045 | 24536 | 5491 | 19045 |
Profit Streak | 0 | 0 | 15.0861 | 0 | 0 | 15.0861 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328138 | -42354 | -78199 | -72741 | -39096 | -626972 |
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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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