Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121991.1312 | 51474.5971 | 70516.5342 | 107836.5134 | -7709.8242 | 115546.3376 |
Total P&L (%) | 121.9911 | 51.4746 | 70.5165 | 107.8365 | -7.7098 | 115.5463 |
Avg Daily Profit (%) | 0.1843 | 0.0777 | 0.1065 | 0.1106 | -0.0121 | 0.1161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65658 | -49770 | -27287 | -245730 | -176930 | -94475 |
Profit Factor | 1.3229 | 1.2581 | 1.3953 | 1.1266 | 0.9834 | 1.2992 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 50 | 47.7273 | 52.2727 | 50 | 47.7273 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.3229 | 1.3779 | 1.274 | 1.1266 | 1.0771 | 1.1862 |
Largest Winning Trade | 39604 | 39604 | 27013 | 81511 | 81511 | 61499 |
Largest Losing Trade | -18430 | -17621 | -18430 | -57075 | -57075 | -41499 |
Avg Bars in Trades | 86 | 85 | 87 | 86 | 85 | 87 |
Avg Bars in Winners | 100 | 89 | 110 | 100 | 89 | 110 |
Avg Bars in Losers | 73 | 82 | 63 | 73 | 82 | 63 |
Bars Traded | 15278 | 7543 | 7734 | 15278 | 7543 | 7734 |
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 | 306417 | -91873 | -50274 | -125893 | -580434 | -38117 |
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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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