Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161301.1108 | 57907.0832 | 103394.0276 | 152021.4382 | 63620.4801 | 88400.9582 |
Total P&L (%) | 161.3011 | 57.9071 | 103.394 | 152.0214 | 63.6205 | 88.401 |
Avg Daily Profit (%) | 0.1756 | 0.0631 | 0.1126 | 0.1007 | 0.0536 | 0.069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84197 | -30475 | -96724 | -116925 | -75949 | -97498 |
Profit Factor | 1.4566 | 1.5177 | 1.4283 | 1.2331 | 1.2725 | 1.2112 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 54.5455 | 50 | 59.1837 | 54.5455 | 50 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.2139 | 1.5177 | 0.985 | 1.0276 | 1.2725 | 0.8353 |
Largest Winning Trade | 28773 | 21146 | 28773 | 75322 | 59532 | 75322 |
Largest Losing Trade | -33259 | -14083 | -33259 | -80074 | -43132 | -80074 |
Avg Bars in Trades | 24 | 6 | 43 | 24 | 6 | 43 |
Avg Bars in Winners | 23 | 7 | 36 | 23 | 7 | 36 |
Avg Bars in Losers | 26 | 5 | 53 | 26 | 5 | 53 |
Bars Traded | 2454 | 326 | 2128 | 2454 | 326 | 2128 |
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 | 345045 | -286788 | -42199 | -57725 | -301585 | -101649 |
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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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