Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474699.7066 | 400671.429 | 74028.2776 | -16635.0869 | -14091.2506 | -2543.8363 |
Total P&L (%) | 474.6997 | 400.6714 | 74.0283 | -16.6351 | -14.0913 | -2.5438 |
Avg Daily Profit (%) | 0.2725 | 0.23 | 0.0425 | -0.0104 | -0.0087 | -0.0015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112401 | -127598 | -52951 | -139830 | -99148 | -52079 |
Profit Factor | 1.7959 | 2.3197 | 1.2528 | 0.963 | 0.9366 | 0.9888 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 43 | 32 | 54 | 43 | 32 | 54 |
Ratio Avg Win / Avg Loss | 2.3806 | 4.9293 | 1.0672 | 1.2765 | 1.9902 | 0.8423 |
Largest Winning Trade | 250785 | 250785 | 75141 | 73646 | 73646 | 44424 |
Largest Losing Trade | -90035 | -34086 | -90035 | -90035 | -34746 | -90035 |
Avg Bars in Trades | 102 | 82 | 123 | 102 | 82 | 123 |
Avg Bars in Winners | 162 | 151 | 169 | 162 | 151 | 169 |
Avg Bars in Losers | 57 | 49 | 69 | 57 | 49 | 69 |
Bars Traded | 10287 | 4107 | 6180 | 10287 | 4107 | 6180 |
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 | 330886 | -174760 | -315881 | -581567 | -765055 | -760314 |
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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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