Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41042.707 | -12157.554 | 53200.261 | 31033.8822 | -19419.9861 | 50453.8683 |
Total P&L (%) | 41.0427 | -12.1576 | 53.2003 | 31.0339 | -19.42 | 50.4539 |
Avg Daily Profit (%) | 0.1576 | -0.0467 | 0.2043 | 0.1038 | -0.0829 | 0.157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27392 | -33207 | -19966 | -30685 | -40541 | -21522 |
Profit Factor | 1.2628 | 0.8712 | 1.8611 | 1.1749 | 0.8154 | 1.698 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 68.8889 | 62.2222 | 75.5556 | 68.8889 | 62.2222 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.5703 | 0.529 | 0.6021 | 0.5306 | 0.4951 | 0.5494 |
Largest Winning Trade | 8732 | 8732 | 6891 | 9159 | 9159 | 8152 |
Largest Losing Trade | -25443 | -25443 | -12296 | -28353 | -28353 | -14995 |
Avg Bars in Trades | 273 | 276 | 271 | 273 | 276 | 271 |
Avg Bars in Winners | 181 | 180 | 182 | 181 | 180 | 182 |
Avg Bars in Losers | 476 | 433 | 543 | 476 | 433 | 543 |
Bars Traded | 24630 | 12432 | 12198 | 24630 | 12432 | 12198 |
Profit Streak | 0 | 7.1759 | 0 | 0 | 7.1759 | 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 | 176031 | -579840 | 333916 | -85653 | -579840 | 301437 |
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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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