Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57459.0977 | 56619.9096 | 839.1881 | 59439.6097 | 63789.8815 | -4350.2718 |
Total P&L (%) | 57.4591 | 56.6199 | 0.8392 | 59.4396 | 63.7899 | -4.3503 |
Avg Daily Profit (%) | 0.6619 | 0.6522 | 0.0097 | 0.5388 | 0.57 | -0.0512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35319 | -22247 | -17863 | -34852 | -22170 | -17546 |
Profit Factor | 1.5343 | 2.1841 | 1.0141 | 1.5303 | 2.3269 | 0.932 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Profitability (%) | 45.283 | 49.0566 | 41.5094 | 45.283 | 49.0566 | 41.5094 |
Ratio Avg Win / Avg Loss | 1.854 | 2.2681 | 1.4289 | 1.8491 | 2.4164 | 1.3133 |
Largest Winning Trade | 40133 | 40133 | 9048 | 42634 | 42634 | 9022 |
Largest Losing Trade | -7771 | -3939 | -7771 | -12801 | -4388 | -12801 |
Avg Bars in Trades | 222 | 231 | 213 | 222 | 231 | 213 |
Avg Bars in Winners | 350 | 356 | 342 | 350 | 356 | 342 |
Avg Bars in Losers | 116 | 110 | 122 | 116 | 110 | 122 |
Bars Traded | 23576 | 12265 | 11311 | 23576 | 12265 | 11311 |
Profit Streak | 4.0884 | 5.8974 | 0 | 4.0884 | 5.8974 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350032 | -166170 | -736067 | 316019 | -166119 | -764415 |
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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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