Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198247.8736 | 202243.9499 | -3996.0762 | -24467.6107 | 73901.0781 | -98368.6888 |
Total P&L (%) | 198.2479 | 202.244 | -3.9961 | -24.4676 | 73.9011 | -98.3687 |
Avg Daily Profit (%) | 0.1903 | 0.1942 | -0.0038 | -0.0269 | 0.0531 | -0.3943 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121794 | -107070 | -52178 | -196160 | -151063 | -123648 |
Profit Factor | 1.3367 | 1.5734 | 0.9831 | 0.9665 | 1.174 | 0.6785 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 46.4646 | 44.898 | 48 | 46.4646 | 44.898 | 48 |
Ratio Avg Win / Avg Loss | 1.5401 | 1.931 | 1.065 | 1.1136 | 1.4408 | 0.7351 |
Largest Winning Trade | 153165 | 153165 | 24674 | 151372 | 151372 | 23595 |
Largest Losing Trade | -34572 | -34572 | -22240 | -77491 | -77491 | -44832 |
Avg Bars in Trades | 246 | 386 | 109 | 246 | 386 | 109 |
Avg Bars in Winners | 315 | 518 | 128 | 315 | 518 | 128 |
Avg Bars in Losers | 186 | 279 | 90 | 186 | 279 | 90 |
Bars Traded | 24394 | 18942 | 5452 | 24394 | 18942 | 5452 |
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 | 282458 | 307760 | -759944 | -580222 | -152969 | -761611 |
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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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