Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235683.294 | -23820.7876 | 259504.0816 | 162106.743 | 11364.0672 | 150742.6758 |
Total P&L (%) | 235.6833 | -23.8208 | 259.5041 | 162.1067 | 11.3641 | 150.7427 |
Avg Daily Profit (%) | 0.1542 | -0.0156 | 0.1698 | 0.0631 | 0.007 | 0.0602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97911 | -87910 | -66968 | -282921 | -104771 | -235071 |
Profit Factor | 1.6128 | 0.9007 | 2.7943 | 1.2083 | 1.0286 | 1.3965 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 63.3803 | 58.3333 | 68.5714 | 63.3803 | 58.3333 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.9319 | 0.6434 | 1.2807 | 0.6981 | 0.7347 | 0.6401 |
Largest Winning Trade | 38530 | 37114 | 38530 | 90019 | 90019 | 61012 |
Largest Losing Trade | -57864 | -57864 | -53631 | -182899 | -77031 | -182899 |
Avg Bars in Trades | 40 | 28 | 52 | 40 | 28 | 52 |
Avg Bars in Winners | 36 | 20 | 50 | 36 | 20 | 50 |
Avg Bars in Losers | 47 | 40 | 58 | 47 | 40 | 58 |
Bars Traded | 2873 | 1029 | 1844 | 2873 | 1029 | 1844 |
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 | -81760 | -579422 | 503367 | -200133 | -496186 | -111189 |
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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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