Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560063.022 | 490848.5376 | 69214.4844 | 199861.172 | 150741.5108 | 49119.6612 |
Total P&L (%) | 560.063 | 490.8485 | 69.2145 | 199.8612 | 150.7415 | 49.1197 |
Avg Daily Profit (%) | 0.224 | 0.1964 | 0.0277 | 0.0439 | 0.0368 | 0.016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92788 | -117116 | -75833 | -429801 | -506794 | -389686 |
Profit Factor | 1.9419 | 2.6964 | 1.2267 | 1.091 | 1.1344 | 1.0457 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 41.1765 | 37.2549 | 45.098 | 41.1765 | 37.2549 | 45.098 |
Ratio Avg Win / Avg Loss | 2.7742 | 4.5413 | 1.4934 | 1.5586 | 1.9106 | 1.273 |
Largest Winning Trade | 453399 | 453399 | 56346 | 360447 | 360447 | 173133 |
Largest Losing Trade | -37995 | -23817 | -37995 | -223929 | -141708 | -223929 |
Avg Bars in Trades | 95 | 79 | 111 | 95 | 79 | 111 |
Avg Bars in Winners | 151 | 133 | 166 | 151 | 133 | 166 |
Avg Bars in Losers | 56 | 46 | 66 | 56 | 46 | 66 |
Bars Traded | 9733 | 4029 | 5704 | 9733 | 4029 | 5704 |
Profit Streak | 0 | 0 | 33.8997 | 0 | 0 | 33.8997 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315774 | -172277 | -337723 | -256705 | -400328 | -524592 |
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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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