Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137382.9045 | -3402.5148 | 140785.4193 | 161955.6122 | -70781.6146 | 232737.2268 |
Total P&L (%) | 137.3829 | -3.4025 | 140.7854 | 161.9556 | -70.7816 | 232.7372 |
Avg Daily Profit (%) | 0.2638 | -0.0065 | 0.2703 | 0.1851 | -0.236 | 0.2311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50681 | -49720 | -36434 | -190619 | -167397 | -127282 |
Profit Factor | 1.5294 | 0.9778 | 2.3225 | 1.2616 | 0.7899 | 1.8246 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 57.4257 | 49.0196 | 66 | 57.4257 | 49.0196 | 66 |
Ratio Avg Win / Avg Loss | 1.1339 | 1.0169 | 1.1965 | 0.9353 | 0.8215 | 0.94 |
Largest Winning Trade | 30284 | 30284 | 25641 | 72925 | 29535 | 72925 |
Largest Losing Trade | -28541 | -19133 | -28541 | -98443 | -41711 | -98443 |
Avg Bars in Trades | 220 | 66 | 376 | 220 | 66 | 376 |
Avg Bars in Winners | 215 | 47 | 341 | 215 | 47 | 341 |
Avg Bars in Losers | 226 | 84 | 444 | 226 | 84 | 444 |
Bars Traded | 22235 | 3394 | 18840 | 22235 | 3394 | 18840 |
Profit Streak | 0 | 0 | 36.0825 | 0 | 0 | 36.0825 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371326 | -760116 | -166025 | 228190 | -761783 | -168988 |
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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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