Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259629.1514 | 29739.2653 | 229889.8861 | 243645.4541 | -59721.0912 | 303366.5453 |
Total P&L (%) | 259.6292 | 29.7393 | 229.8899 | 243.6455 | -59.7211 | 303.3665 |
Avg Daily Profit (%) | 0.1711 | 0.0196 | 0.1515 | 0.0814 | -0.0599 | 0.092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97746 | -61767 | -69514 | -559621 | -351275 | -435131 |
Profit Factor | 1.6949 | 1.1279 | 2.6288 | 1.166 | 0.931 | 1.5041 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 53.1646 | 47.5 | 58.9744 | 53.1646 | 47.5 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.4931 | 1.2467 | 1.8288 | 1.0272 | 1.029 | 1.0464 |
Largest Winning Trade | 81104 | 81104 | 48323 | 168060 | 168060 | 143908 |
Largest Losing Trade | -38180 | -38180 | -28522 | -274390 | -274390 | -208400 |
Avg Bars in Trades | 69 | 57 | 81 | 69 | 57 | 81 |
Avg Bars in Winners | 59 | 38 | 77 | 59 | 38 | 77 |
Avg Bars in Losers | 80 | 75 | 87 | 80 | 75 | 87 |
Bars Traded | 5507 | 2312 | 3195 | 5507 | 2312 | 3195 |
Profit Streak | 0 | 0 | 66.5739 | 0 | 0 | 66.5739 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21392 | -250559 | 502669 | -153059 | -580055 | -67113 |
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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) |
---|