Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277569.249 | 104474.6651 | 173094.5839 | 593241.0546 | 54505.3638 | 538735.6908 |
Total P&L (%) | 277.5692 | 104.4747 | 173.0946 | 593.2411 | 54.5054 | 538.7357 |
Avg Daily Profit (%) | 0.2481 | 0.0934 | 0.1547 | 0.1732 | 0.0389 | 0.1659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58512 | -44399 | -27283 | -588790 | -442237 | -299643 |
Profit Factor | 2.2215 | 1.8517 | 2.6553 | 1.4578 | 1.0798 | 1.879 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 45 | 28 | 17 | 45 | 28 | 17 |
Profitability (%) | 49.4382 | 37.7778 | 61.3636 | 49.4382 | 37.7778 | 61.3636 |
Ratio Avg Win / Avg Loss | 2.272 | 3.0499 | 1.6718 | 1.491 | 1.7785 | 1.1831 |
Largest Winning Trade | 113696 | 113696 | 42011 | 302109 | 200044 | 302109 |
Largest Losing Trade | -20685 | -12864 | -20685 | -162261 | -88684 | -162261 |
Avg Bars in Trades | 48 | 39 | 58 | 48 | 39 | 58 |
Avg Bars in Winners | 67 | 58 | 72 | 67 | 58 | 72 |
Avg Bars in Losers | 30 | 27 | 36 | 30 | 27 | 36 |
Bars Traded | 4335 | 1760 | 2575 | 4335 | 1760 | 2575 |
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 | 442044 | -69466 | 497892 | 319548 | -278277 | 422395 |
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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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