Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275610.4467 | 212524.0609 | 63086.3858 | -11346.6441 | -71397.4417 | 60050.7976 |
Total P&L (%) | 275.6104 | 212.5241 | 63.0864 | -11.3466 | -71.3974 | 60.0508 |
Avg Daily Profit (%) | 0.203 | 0.1565 | 0.0465 | -0.0089 | -0.0922 | 0.0346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123804 | -87717 | -89672 | -240578 | -199758 | -102573 |
Profit Factor | 1.3923 | 1.5564 | 1.1968 | 0.987 | 0.8546 | 1.1567 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 74 | 31 | 43 | 74 | 31 | 43 |
Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
Profitability (%) | 50.6849 | 42.4658 | 58.9041 | 50.6849 | 42.4658 | 58.9041 |
Ratio Avg Win / Avg Loss | 1.3547 | 2.1087 | 0.835 | 0.9603 | 1.1579 | 0.807 |
Largest Winning Trade | 246587 | 246587 | 45042 | 92180 | 68598 | 92180 |
Largest Losing Trade | -51139 | -24938 | -51139 | -68417 | -68417 | -63685 |
Avg Bars in Trades | 26 | 20 | 31 | 26 | 20 | 31 |
Avg Bars in Winners | 32 | 24 | 39 | 32 | 24 | 39 |
Avg Bars in Losers | 19 | 17 | 21 | 19 | 17 | 21 |
Bars Traded | 3808 | 1483 | 2325 | 3808 | 1483 | 2325 |
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 | 325713 | -64598 | -207569 | -580025 | -653721 | -267590 |
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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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