Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503622.7635 | 483743.3347 | 19879.4289 | -15529.8962 | -124260.082 | 108730.1858 |
Total P&L (%) | 503.6228 | 483.7433 | 19.8794 | -15.5299 | -124.2601 | 108.7302 |
Avg Daily Profit (%) | 0.209 | 0.2008 | 0.0083 | -0.007 | 0 | 0.0305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204373 | -139890 | -218034 | -633885 | -531791 | -236657 |
Profit Factor | 1.3976 | 1.7985 | 1.0301 | 0.9919 | 0.8858 | 1.1296 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Profitability (%) | 51.3514 | 47.3118 | 55.4348 | 51.3514 | 47.3118 | 55.4348 |
Ratio Avg Win / Avg Loss | 1.3241 | 2.0029 | 0.8281 | 0.9397 | 0.9865 | 0.9081 |
Largest Winning Trade | 235064 | 235064 | 43045 | 326094 | 326094 | 193017 |
Largest Losing Trade | -45500 | -43323 | -45500 | -221772 | -221772 | -82442 |
Avg Bars in Trades | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Winners | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Losers | 51 | 51 | 51 | 51 | 51 | 51 |
Bars Traded | 9502 | 4772 | 4730 | 9502 | 4772 | 4730 |
Profit Streak | 25.599 | 64.099 | 0 | 25.599 | 64.099 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377348 | 383787 | -377475 | -579091 | -581156 | -231282 |
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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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