Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192934.1649 | 175395.1554 | 17539.0096 | -15057.7643 | 527784.2203 | -542841.9846 |
Total P&L (%) | 192.9342 | 175.3952 | 17.539 | -15.0578 | 527.7842 | -542.842 |
Avg Daily Profit (%) | 0.1593 | 0.1448 | 0.0145 | -0.0135 | 0.1517 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208189 | -65544 | -163956 | -938770 | -158420 | -828553 |
Profit Factor | 1.3597 | 1.6656 | 1.0643 | 0.9886 | 2.4988 | 0.4385 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 51.087 | 41.3043 | 60.8696 | 51.087 | 41.3043 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.3018 | 2.3669 | 0.6842 | 0.9465 | 3.551 | 0.2819 |
Largest Winning Trade | 83385 | 83385 | 35452 | 444954 | 444954 | 96221 |
Largest Losing Trade | -70618 | -28478 | -70618 | -692541 | -58210 | -692541 |
Avg Bars in Trades | 50 | 53 | 47 | 50 | 53 | 47 |
Avg Bars in Winners | 49 | 53 | 46 | 49 | 53 | 46 |
Avg Bars in Losers | 51 | 53 | 48 | 51 | 53 | 48 |
Bars Traded | 4625 | 2448 | 2177 | 4625 | 2448 | 2177 |
Profit Streak | 0 | 0 | 48.4192 | 0 | 0 | 48.4192 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 291874 | 2659 | -331059 | -580391 | 326885 | -578305 |
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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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