Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271363.3662 | 20388.8591 | 250974.5071 | 327120.1285 | -86573.0998 | 413693.2283 |
Total P&L (%) | 271.3634 | 20.3889 | 250.9745 | 327.1201 | -86.5731 | 413.6932 |
Avg Daily Profit (%) | 0.178 | 0.0134 | 0.1646 | 0.0953 | -0.1316 | 0.1074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67166 | -109196 | -54866 | -216029 | -229066 | -99186 |
Profit Factor | 1.6149 | 1.0711 | 2.625 | 1.3214 | 0.8682 | 2.1461 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 48.0392 | 41.1765 | 54.902 | 48.0392 | 41.1765 | 54.902 |
Ratio Avg Win / Avg Loss | 1.7468 | 1.5301 | 2.1562 | 1.4293 | 1.2403 | 1.7629 |
Largest Winning Trade | 74264 | 65047 | 74264 | 153181 | 153181 | 114545 |
Largest Losing Trade | -33777 | -33777 | -23129 | -85570 | -85570 | -50839 |
Avg Bars in Trades | 175 | 143 | 207 | 175 | 143 | 207 |
Avg Bars in Winners | 237 | 173 | 285 | 237 | 173 | 285 |
Avg Bars in Losers | 118 | 121 | 113 | 118 | 121 | 113 |
Bars Traded | 17901 | 7296 | 10605 | 17901 | 7296 | 10605 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359975 | -506312 | -167094 | -66025 | -762598 | -224926 |
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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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