Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270376.6257 | 156035.0833 | 114341.5424 | 200622.6075 | 802273.3187 | -601650.7113 |
Total P&L (%) | 270.3766 | 156.0351 | 114.3415 | 200.6226 | 802.2733 | -601.6507 |
Avg Daily Profit (%) | 0.161 | 0.0929 | 0.0681 | 0.0656 | 0.131 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205261 | -90851 | -140945 | -2986151 | -1409263 | -2134847 |
Profit Factor | 1.6152 | 1.8185 | 1.4595 | 1.0302 | 1.2781 | 0.8399 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Losing Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Profitability (%) | 48.2143 | 51.7857 | 44.6429 | 48.2143 | 51.7857 | 44.6429 |
Ratio Avg Win / Avg Loss | 1.7349 | 1.6931 | 1.8097 | 1.1065 | 1.1899 | 1.0415 |
Largest Winning Trade | 80286 | 80286 | 59202 | 1271354 | 1271354 | 775882 |
Largest Losing Trade | -41961 | -33908 | -41961 | -979206 | -670163 | -979206 |
Avg Bars in Trades | 43 | 30 | 56 | 43 | 30 | 56 |
Avg Bars in Winners | 64 | 41 | 90 | 64 | 41 | 90 |
Avg Bars in Losers | 24 | 19 | 29 | 24 | 19 | 29 |
Bars Traded | 4912 | 1727 | 3185 | 4912 | 1727 | 3185 |
Profit Streak | 0 | 34.3264 | 0 | 0 | 34.3264 | 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 | 358137 | -244325 | -282010 | -293114 | -196538 | -761250 |
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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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