Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216521.7267 | 198790.9105 | 17730.8162 | 47170.2478 | 305820.4476 | -258650.1998 |
Total P&L (%) | 216.5217 | 198.7909 | 17.7308 | 47.1702 | 305.8204 | -258.6502 |
Avg Daily Profit (%) | 0.2079 | 0.1908 | 0.017 | 0.0371 | 0.1346 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83227 | -32089 | -116370 | -307323 | -46949 | -406289 |
Profit Factor | 1.436 | 2.4871 | 1.0489 | 1.0444 | 2.3708 | 0.6915 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 38.1443 | 40.8163 | 35.4167 | 38.1443 | 40.8163 | 35.4167 |
Ratio Avg Win / Avg Loss | 2.3286 | 3.6063 | 1.9126 | 1.6937 | 3.4377 | 1.2609 |
Largest Winning Trade | 141638 | 141638 | 50160 | 132112 | 132112 | 84404 |
Largest Losing Trade | -53202 | -10497 | -53202 | -153952 | -20886 | -153952 |
Avg Bars in Trades | 248 | 82 | 419 | 248 | 82 | 419 |
Avg Bars in Winners | 501 | 154 | 909 | 501 | 154 | 909 |
Avg Bars in Losers | 93 | 32 | 149 | 93 | 32 | 149 |
Bars Traded | 24139 | 4025 | 20114 | 24139 | 4025 | 20114 |
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 | 193040 | 317084 | -349771 | -319801 | -12350 | -584693 |
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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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