Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225819.0925 | 135243.9344 | 90575.1581 | 127688.2756 | -95990.883 | 223679.1586 |
Total P&L (%) | 225.8191 | 135.2439 | 90.5752 | 127.6883 | -95.9909 | 223.6792 |
Avg Daily Profit (%) | 0.2168 | 0.1298 | 0.087 | 0.079 | -0.3083 | 0.1128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96980 | -91196 | -28761 | -466554 | -450055 | -113315 |
Profit Factor | 1.5676 | 1.423 | 2.1597 | 1.0877 | 0.9207 | 1.9124 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 61.1765 | 59.5238 | 62.7907 | 61.1765 | 59.5238 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.9948 | 0.9676 | 1.2798 | 0.6903 | 0.6261 | 1.1333 |
Largest Winning Trade | 95703 | 95703 | 32919 | 163212 | 163212 | 85625 |
Largest Losing Trade | -38807 | -38807 | -27421 | -198510 | -198510 | -63160 |
Avg Bars in Trades | 272 | 487 | 62 | 272 | 487 | 62 |
Avg Bars in Winners | 147 | 231 | 70 | 147 | 231 | 70 |
Avg Bars in Losers | 469 | 864 | 48 | 469 | 864 | 48 |
Bars Traded | 23156 | 20488 | 2668 | 23156 | 20488 | 2668 |
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 | 351758 | -19239 | -72158 | -211159 | -579500 | -38138 |
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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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