Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181951.6964 | 170564.1861 | 11387.5103 | -34129.4062 | -43456.3207 | 9326.9145 |
Total P&L (%) | 181.9517 | 170.5642 | 11.3875 | -34.1294 | -43.4563 | 9.3269 |
Avg Daily Profit (%) | 0.1691 | 0.1585 | 0.0106 | -0.0388 | -0.053 | 0.0083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90587 | -89948 | -18545 | -129951 | -134272 | -26123 |
Profit Factor | 1.5774 | 1.6235 | 1.2737 | 0.9074 | 0.8631 | 1.182 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 53 | 32 | 21 | 53 | 32 | 21 |
Profitability (%) | 49.0385 | 38.4615 | 59.6154 | 49.0385 | 38.4615 | 59.6154 |
Ratio Avg Win / Avg Loss | 1.6392 | 2.5976 | 0.8629 | 0.943 | 1.381 | 0.8007 |
Largest Winning Trade | 315624 | 315624 | 9840 | 148706 | 148706 | 14089 |
Largest Losing Trade | -43869 | -43869 | -6633 | -43869 | -43869 | -9188 |
Avg Bars in Trades | 120 | 230 | 9 | 120 | 230 | 9 |
Avg Bars in Winners | 91 | 218 | 9 | 91 | 218 | 9 |
Avg Bars in Losers | 148 | 238 | 10 | 148 | 238 | 10 |
Bars Traded | 12494 | 11986 | 508 | 12494 | 11986 | 508 |
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 | 365379 | -174202 | -481582 | -580875 | -763653 | -548095 |
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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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