Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141977.1684 | 40446.717 | 101530.4514 | 109136.5705 | 35874.5823 | 73261.9882 |
Total P&L (%) | 141.9772 | 40.4467 | 101.5305 | 109.1366 | 35.8746 | 73.262 |
Avg Daily Profit (%) | 0.2726 | 0.0777 | 0.1949 | 0.1418 | 0.0589 | 0.1056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88916 | -7886 | -82178 | -140946 | -13565 | -129781 |
Profit Factor | 1.7448 | 1.9946 | 1.6771 | 1.372 | 1.5769 | 1.3169 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 65.0602 | 59.5238 | 70.7317 | 65.0602 | 59.5238 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.937 | 1.3563 | 0.694 | 0.7368 | 1.0723 | 0.5449 |
Largest Winning Trade | 29682 | 8949 | 29682 | 26048 | 7989 | 26048 |
Largest Losing Trade | -65534 | -6955 | -65534 | -91162 | -13044 | -91162 |
Avg Bars in Trades | 291 | 52 | 536 | 291 | 52 | 536 |
Avg Bars in Winners | 240 | 46 | 408 | 240 | 46 | 408 |
Avg Bars in Losers | 386 | 62 | 845 | 386 | 62 | 845 |
Bars Traded | 24218 | 2224 | 21994 | 24218 | 2224 | 21994 |
Profit Streak | 0 | 0 | 61.0886 | 0 | 0 | 61.0886 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329589 | -88057 | 414831 | -4549 | -114406 | -49958 |
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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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