Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403310.9884 | 193169.19 | 210141.7983 | 309232.1154 | -67947.8793 | 377179.9947 |
Total P&L (%) | 403.311 | 193.1692 | 210.1418 | 309.2321 | -67.9479 | 377.18 |
Avg Daily Profit (%) | 0.2315 | 0.1109 | 0.1206 | 0.0809 | -0.0653 | 0.0897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104789 | -127418 | -62422 | -595241 | -515866 | -151516 |
Profit Factor | 1.7349 | 1.4923 | 2.3436 | 1.1896 | 0.9397 | 1.748 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 13 | 24 | 37 | 13 | 24 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 43.0233 | 30.2326 | 55.814 | 43.0233 | 30.2326 | 55.814 |
Ratio Avg Win / Avg Loss | 2.2976 | 3.4438 | 1.8554 | 1.5754 | 2.1686 | 1.3839 |
Largest Winning Trade | 178311 | 178311 | 61099 | 279443 | 279443 | 115135 |
Largest Losing Trade | -25371 | -25371 | -23667 | -140248 | -140248 | -89657 |
Avg Bars in Trades | 38 | 41 | 36 | 38 | 41 | 36 |
Avg Bars in Winners | 55 | 64 | 50 | 55 | 64 | 50 |
Avg Bars in Losers | 26 | 31 | 18 | 26 | 31 | 18 |
Bars Traded | 3341 | 1789 | 1552 | 3341 | 1789 | 1552 |
Profit Streak | 0 | 0 | 140.2822 | 0 | 0 | 140.2822 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313027 | -50263 | -25780 | -98325 | -585636 | -69207 |
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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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