Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105600.5767 | 35991.2877 | 69609.289 | 115467.0057 | 59746.7384 | 55720.2673 |
Total P&L (%) | 105.6006 | 35.9913 | 69.6093 | 115.467 | 59.7467 | 55.7203 |
Avg Daily Profit (%) | 0.4055 | 0.1382 | 0.2673 | 0.2952 | 0.18 | 0.1702 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42527 | -31776 | -34798 | -80370 | -30157 | -70946 |
Profit Factor | 1.4003 | 1.2871 | 1.5029 | 1.3051 | 1.3464 | 1.2706 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 50.4425 | 48.2143 | 52.6316 | 50.4425 | 48.2143 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.3758 | 1.3825 | 1.3526 | 1.2822 | 1.4461 | 1.1435 |
Largest Winning Trade | 26337 | 26337 | 18264 | 30151 | 30076 | 30151 |
Largest Losing Trade | -14673 | -14673 | -12390 | -17654 | -14625 | -17654 |
Avg Bars in Trades | 215 | 226 | 204 | 215 | 226 | 204 |
Avg Bars in Winners | 270 | 279 | 262 | 270 | 279 | 262 |
Avg Bars in Losers | 158 | 177 | 138 | 158 | 177 | 138 |
Bars Traded | 24317 | 12688 | 11629 | 24317 | 12688 | 11629 |
Profit Streak | 4.1958 | 0 | 16.0187 | 4.1958 | 0 | 16.0187 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323961 | -193251 | -170132 | 269076 | -175011 | -173307 |
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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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