Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146913.2562 | 200011.1453 | -53097.8892 | -78727.7276 | 36169.2315 | -114896.959 |
Total P&L (%) | 146.9133 | 200.0111 | -53.0979 | -78.7277 | 36.1692 | -114.897 |
Avg Daily Profit (%) | 0.1173 | 0.1597 | -0.0424 | -0.1235 | 0.0247 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122459 | -66780 | -124910 | -108884 | -64749 | -134677 |
Profit Factor | 1.1493 | 1.4561 | 0.9027 | 0.8697 | 1.1331 | 0.6543 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 96 | 44 | 52 | 96 | 44 | 52 |
Losing Trades | 74 | 41 | 33 | 74 | 41 | 33 |
Profitability (%) | 56.4706 | 51.7647 | 61.1765 | 56.4706 | 51.7647 | 61.1765 |
Ratio Avg Win / Avg Loss | 0.8859 | 1.3568 | 0.5729 | 0.6704 | 1.0559 | 0.4152 |
Largest Winning Trade | 68442 | 68442 | 41067 | 37873 | 37873 | 21137 |
Largest Losing Trade | -66071 | -42407 | -66071 | -55221 | -37218 | -55221 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 2465 | 1207 | 1258 | 2465 | 1207 | 1258 |
Profit Streak | 0 | 37.2817 | 0 | 0 | 37.2817 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92419 | 341409 | -579100 | -578770 | -235411 | -579100 |
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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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