Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252923.4509 | 165425.0629 | 87498.388 | 108905.4321 | 118747.9383 | -9842.5062 |
Total P&L (%) | 252.9235 | 165.4251 | 87.4984 | 108.9054 | 118.7479 | -9.8425 |
Avg Daily Profit (%) | 0.1854 | 0.1213 | 0.0641 | 0.054 | 0.0574 | -0.0076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101664 | -64427 | -112460 | -202314 | -99233 | -231319 |
Profit Factor | 1.4178 | 1.6079 | 1.2626 | 1.1052 | 1.2546 | 0.9827 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 50.4274 | 49.1525 | 51.7241 | 50.4274 | 49.1525 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.3938 | 1.6633 | 1.1784 | 1.0865 | 1.2978 | 0.9172 |
Largest Winning Trade | 74785 | 74785 | 51987 | 86084 | 86084 | 60400 |
Largest Losing Trade | -53349 | -26830 | -53349 | -115982 | -52612 | -115982 |
Avg Bars in Trades | 44 | 28 | 59 | 44 | 28 | 59 |
Avg Bars in Winners | 42 | 23 | 60 | 42 | 23 | 60 |
Avg Bars in Losers | 46 | 34 | 58 | 46 | 34 | 58 |
Bars Traded | 5156 | 1709 | 3447 | 5156 | 1709 | 3447 |
Profit Streak | 0 | 0 | 17.6141 | 0 | 0 | 17.6141 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311991 | -204789 | -286685 | -225197 | -293194 | -760042 |
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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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