Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93747.1865 | 72300.179 | 21447.0075 | 93359.2847 | 57453.8127 | 35905.472 |
Total P&L (%) | 93.7472 | 72.3002 | 21.447 | 93.3593 | 57.4538 | 35.9055 |
Avg Daily Profit (%) | 1.8001 | 1.3883 | 0.4118 | 1.2741 | 0.8755 | 0.5908 |
Buy And Hold Return (%) | 24.357 | 24.357 | 24.357 | 24.357 | 24.357 | 24.357 |
Max Trade Drawdown | -30590 | -17772 | -27418 | -51973 | -32169 | -51973 |
Profit Factor | 1.7325 | 2.6735 | 1.253 | 1.4757 | 1.8946 | 1.272 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 37.3626 | 35.5556 | 39.1304 | 37.3626 | 35.5556 | 39.1304 |
Ratio Avg Win / Avg Loss | 2.9046 | 4.8457 | 1.9491 | 2.474 | 3.434 | 1.9786 |
Largest Winning Trade | 51668 | 51668 | 20645 | 46166 | 46166 | 31609 |
Largest Losing Trade | -23893 | -9743 | -23893 | -51973 | -17998 | -51973 |
Avg Bars in Trades | 270 | 80 | 457 | 270 | 80 | 457 |
Avg Bars in Winners | 540 | 112 | 921 | 540 | 112 | 921 |
Avg Bars in Losers | 110 | 62 | 159 | 110 | 62 | 159 |
Bars Traded | 24660 | 3610 | 21050 | 24660 | 3610 | 21050 |
Profit Streak | 0 | 5.3294 | 0 | 0 | 5.3294 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 281386 | 316502 | -161649 | 227890 | 197498 | -12495 |
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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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