Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72479.5915 | 50903.3883 | 21576.2032 | -29982.7274 | 64164.6863 | -94147.4137 |
Total P&L (%) | 72.4796 | 50.9034 | 21.5762 | -29.9827 | 64.1647 | -94.1474 |
Avg Daily Profit (%) | 0.2783 | 0.1955 | 0.0829 | -0.1368 | 0.1905 | -1.084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81803 | -42249 | -81803 | -205279 | -37915 | -205279 |
Profit Factor | 1.3132 | 1.589 | 1.1488 | 0.9224 | 1.6718 | 0.6761 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 73.7374 | 69.3878 | 78 | 73.7374 | 69.3878 | 78 |
Ratio Avg Win / Avg Loss | 0.4677 | 0.701 | 0.324 | 0.3285 | 0.7376 | 0.1907 |
Largest Winning Trade | 15686 | 7610 | 15686 | 14705 | 13173 | 14705 |
Largest Losing Trade | -81803 | -29661 | -81803 | -205279 | -26008 | -205279 |
Avg Bars in Trades | 242 | 267 | 218 | 242 | 267 | 218 |
Avg Bars in Winners | 127 | 144 | 113 | 127 | 144 | 113 |
Avg Bars in Losers | 565 | 546 | 591 | 565 | 546 | 591 |
Bars Traded | 24034 | 13104 | 10930 | 24034 | 13104 | 10930 |
Profit Streak | 7.6437 | 0 | 11.4249 | 7.6437 | 0 | 11.4249 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348794 | 277435 | -323906 | -577877 | 315149 | -757965 |
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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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