Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170900.8085 | 179847.0783 | -8946.2699 | -4846.9526 | -455.1424 | -4391.8102 |
Total P&L (%) | 170.9008 | 179.8471 | -8.9463 | -4.847 | -0.4551 | -4.3918 |
Avg Daily Profit (%) | 0.1641 | 0.1727 | -0.0086 | -0.0048 | -0.0004 | -0.0043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91901 | -92065 | -13673 | -123012 | -123426 | -9829 |
Profit Factor | 1.406 | 1.4568 | 0.6717 | 0.9894 | 0.999 | 0.8051 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 42.7083 | 45.8333 | 39.5833 | 42.7083 | 45.8333 | 39.5833 |
Ratio Avg Win / Avg Loss | 1.8861 | 1.7217 | 1.0252 | 1.3272 | 1.1806 | 1.2288 |
Largest Winning Trade | 81494 | 81494 | 2358 | 70700 | 70700 | 3387 |
Largest Losing Trade | -47829 | -47829 | -3933 | -57824 | -57824 | -5159 |
Avg Bars in Trades | 257 | 513 | 1 | 257 | 513 | 1 |
Avg Bars in Winners | 221 | 410 | 1 | 221 | 410 | 1 |
Avg Bars in Losers | 284 | 600 | 1 | 284 | 600 | 1 |
Bars Traded | 24718 | 24639 | 79 | 24718 | 24639 | 79 |
Profit Streak | 0 | 10.6616 | 0 | 0 | 10.6616 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 236769 | 311669 | -582240 | -581691 | -579994 | -582517 |
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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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