Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605086.5044 | 501916.4245 | 103170.0799 | -94591.5217 | -86329.3988 | -8262.1229 |
Total P&L (%) | 605.0865 | 501.9164 | 103.1701 | -94.5915 | -86.3294 | -8.2621 |
Avg Daily Profit (%) | 0.2547 | 0.2112 | 0.0434 | -0.1227 | -0.0837 | -0.0036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172530 | -171512 | -108127 | -229164 | -107486 | -180188 |
Profit Factor | 1.8308 | 2.5965 | 1.2493 | 0.7991 | 0.6159 | 0.9664 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 62.2222 | 57.7778 | 66.6667 | 62.2222 | 57.7778 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.1116 | 1.8974 | 0.6246 | 0.4852 | 0.4501 | 0.4832 |
Largest Winning Trade | 168505 | 168505 | 65710 | 91179 | 41510 | 91179 |
Largest Losing Trade | -99535 | -40251 | -99535 | -166235 | -62928 | -166235 |
Avg Bars in Trades | 46 | 32 | 59 | 46 | 32 | 59 |
Avg Bars in Winners | 45 | 20 | 66 | 45 | 20 | 66 |
Avg Bars in Losers | 47 | 49 | 44 | 47 | 49 | 44 |
Bars Traded | 4151 | 1479 | 2672 | 4151 | 1479 | 2672 |
Profit Streak | 0 | 0 | 302.3889 | 0 | 0 | 302.3889 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466916 | 509735 | -133609 | -578675 | -579703 | -577584 |
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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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