Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44852.216 | 102835.6117 | -57983.3957 | 360445.5088 | 133295.5658 | 227149.943 |
Total P&L (%) | 44.8522 | 102.8356 | -57.9834 | 360.4455 | 133.2956 | 227.1499 |
Avg Daily Profit (%) | 0.0431 | 0.0987 | -0.0557 | 0.1467 | 0.0814 | 0.1138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223160 | -51134 | -245915 | -172100 | -103380 | -161385 |
Profit Factor | 1.0867 | 1.7831 | 0.8497 | 1.83 | 1.6832 | 1.9499 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 63 | 30 | 33 | 57 | 29 | 28 |
Losing Trades | 30 | 17 | 13 | 36 | 18 | 18 |
Profitability (%) | 67.7419 | 63.8298 | 71.7391 | 61.2903 | 61.7021 | 60.8696 |
Ratio Avg Win / Avg Loss | 0.5175 | 1.0104 | 0.3347 | 1.1558 | 1.0447 | 1.2535 |
Largest Winning Trade | 32045 | 32045 | 26332 | 105096 | 40851 | 105096 |
Largest Losing Trade | -177400 | -31715 | -177400 | -127569 | -69272 | -127569 |
Avg Bars in Trades | 262 | 181 | 345 | 262 | 181 | 345 |
Avg Bars in Winners | 200 | 142 | 252 | 250 | 191 | 312 |
Avg Bars in Losers | 394 | 250 | 582 | 281 | 166 | 397 |
Bars Traded | 24425 | 8539 | 15886 | 24425 | 8539 | 15886 |
Profit Streak | 64.8484 | 102.1401 | 64.8484 | 64.8484 | 102.1401 | 64.8484 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -259566 | -55598 | -576501 | 304399 | -79219 | -35548 |
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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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