Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393711.2128 | 318723.6585 | 74987.5543 | 263775.8173 | 90742.4254 | 173033.3919 |
Total P&L (%) | 393.7112 | 318.7237 | 74.9876 | 263.7758 | 90.7424 | 173.0334 |
Avg Daily Profit (%) | 0.1574 | 0.1274 | 0.03 | 0.0516 | 0.0258 | 0.0402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149440 | -95417 | -90729 | -249788 | -127995 | -134276 |
Profit Factor | 1.6094 | 2.0915 | 1.2118 | 1.3499 | 1.2364 | 1.4676 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 51.4019 | 53.7037 | 49.0566 | 51.4019 | 53.7037 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.5216 | 1.8031 | 1.2584 | 1.2763 | 1.0659 | 1.5241 |
Largest Winning Trade | 72651 | 72651 | 61185 | 129204 | 55754 | 129204 |
Largest Losing Trade | -52895 | -25209 | -52895 | -119960 | -102358 | -119960 |
Avg Bars in Trades | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Winners | 55 | 54 | 57 | 55 | 54 | 57 |
Avg Bars in Losers | 32 | 37 | 27 | 32 | 37 | 27 |
Bars Traded | 4749 | 2511 | 2238 | 4749 | 2511 | 2238 |
Profit Streak | 0 | 0 | 91.6264 | 0 | 0 | 91.6264 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387705 | -198520 | -333155 | -123101 | -338262 | -316902 |
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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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