Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362177.2717 | 165000.6254 | 197176.6463 | 1022734.1692 | 1027425.9256 | -4691.7564 |
Total P&L (%) | 362.1773 | 165.0006 | 197.1766 | 1022.7342 | 1027.4259 | -4.6918 |
Avg Daily Profit (%) | 0.2142 | 0.0976 | 0.1166 | 0.1432 | 0.1434 | -0.0028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58127 | -28853 | -45998 | -971538 | -247139 | -786288 |
Profit Factor | 2.1748 | 2.2458 | 2.1213 | 1.3788 | 2.0209 | 0.9972 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 41.2371 | 31.25 | 51.0204 | 41.2371 | 31.25 | 51.0204 |
Ratio Avg Win / Avg Loss | 3.0991 | 4.9408 | 2.0364 | 1.9647 | 4.446 | 0.9573 |
Largest Winning Trade | 90833 | 90833 | 54206 | 582539 | 582539 | 378329 |
Largest Losing Trade | -21124 | -15496 | -21124 | -293200 | -120840 | -293200 |
Avg Bars in Trades | 98 | 80 | 116 | 98 | 80 | 116 |
Avg Bars in Winners | 180 | 178 | 182 | 180 | 178 | 182 |
Avg Bars in Losers | 41 | 36 | 47 | 41 | 36 | 47 |
Bars Traded | 9584 | 3883 | 5701 | 9584 | 3883 | 5701 |
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 | 314317 | -65594 | -33026 | -2985 | -4545 | -580549 |
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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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