Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380594.9175 | 394833.259 | -14238.3415 | 4470.3434 | -270056.7883 | 274527.1317 |
Total P&L (%) | 380.5949 | 394.8333 | -14.2383 | 4.4703 | -270.0568 | 274.5271 |
Avg Daily Profit (%) | 0.1522 | 0.1579 | -0.0057 | 0.0017 | 0 | 0.0528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194925 | -109402 | -111704 | -1300243 | -1022902 | -532204 |
Profit Factor | 1.5413 | 2.3251 | 0.9649 | 1.0014 | 0.8465 | 1.1807 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 43.75 | 41.6667 | 45.8333 | 43.75 | 41.6667 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.9817 | 3.2551 | 1.1403 | 1.2875 | 1.1851 | 1.3954 |
Largest Winning Trade | 318403 | 318403 | 56032 | 467699 | 346689 | 467699 |
Largest Losing Trade | -35804 | -29583 | -35804 | -386842 | -386842 | -291267 |
Avg Bars in Trades | 101 | 93 | 109 | 101 | 93 | 109 |
Avg Bars in Winners | 143 | 137 | 148 | 143 | 137 | 148 |
Avg Bars in Losers | 69 | 62 | 76 | 69 | 62 | 76 |
Bars Traded | 9750 | 4485 | 5265 | 9750 | 4485 | 5265 |
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 | 277466 | 307317 | -580642 | -577453 | -582263 | -145633 |
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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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