Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365608.7583 | 296419.545 | 69189.2132 | 41874.9888 | 77510.8188 | -35635.8299 |
Total P&L (%) | 365.6088 | 296.4195 | 69.1892 | 41.875 | 77.5108 | -35.6358 |
Avg Daily Profit (%) | 0.1952 | 0.1582 | 0.0369 | 0.0187 | 0.0306 | -0.0235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100300 | -86151 | -90956 | -227464 | -98932 | -146271 |
Profit Factor | 1.7051 | 2.1108 | 1.2749 | 1.0624 | 1.2613 | 0.9048 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 60.8247 | 57.1429 | 64.5833 | 60.8247 | 57.1429 | 64.5833 |
Ratio Avg Win / Avg Loss | 1.0982 | 1.5831 | 0.6991 | 0.6843 | 0.946 | 0.4962 |
Largest Winning Trade | 102209 | 102209 | 54308 | 122748 | 84395 | 122748 |
Largest Losing Trade | -88699 | -50157 | -88699 | -95675 | -62346 | -95675 |
Avg Bars in Trades | 73 | 69 | 77 | 73 | 69 | 77 |
Avg Bars in Winners | 69 | 45 | 91 | 69 | 45 | 91 |
Avg Bars in Losers | 79 | 101 | 51 | 79 | 101 | 51 |
Bars Traded | 7109 | 3404 | 3705 | 7109 | 3404 | 3705 |
Profit Streak | 0 | 0 | 19.9936 | 0 | 0 | 19.9936 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409009 | 442813 | -142815 | -321834 | -152751 | -578243 |
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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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