Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36567.9803 | -13289.0696 | 49857.0499 | 19106.1967 | -25061.3571 | 44167.5538 |
Total P&L (%) | 36.568 | -13.2891 | 49.8571 | 19.1062 | -25.0614 | 44.1676 |
Avg Daily Profit (%) | 0.1404 | -0.051 | 0.1914 | 0.0672 | -0.1107 | 0.1406 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35471 | -33915 | -19880 | -42620 | -40457 | -24718 |
Profit Factor | 1.1516 | 0.9147 | 1.5835 | 1.0698 | 0.8565 | 1.4462 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 122 | 58 | 64 | 122 | 58 | 64 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 68.1564 | 64.4444 | 71.9101 | 68.1564 | 64.4444 | 71.9101 |
Ratio Avg Win / Avg Loss | 0.538 | 0.5047 | 0.6186 | 0.4998 | 0.4726 | 0.5649 |
Largest Winning Trade | 7709 | 7709 | 7628 | 8306 | 8306 | 8199 |
Largest Losing Trade | -29445 | -29445 | -16670 | -29907 | -29907 | -20812 |
Avg Bars in Trades | 138 | 139 | 137 | 138 | 139 | 137 |
Avg Bars in Winners | 81 | 71 | 90 | 81 | 71 | 90 |
Avg Bars in Losers | 260 | 262 | 256 | 260 | 262 | 256 |
Bars Traded | 24748 | 12556 | 12193 | 24748 | 12556 | 12193 |
Profit Streak | 0 | 0 | 12.4338 | 0 | 0 | 12.4338 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61649 | -580336 | 301482 | -254233 | -580336 | -5903 |
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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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