Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417584.8728 | 290931.3138 | 126653.559 | 332021.4468 | 55742.0702 | 276279.3766 |
Total P&L (%) | 417.5849 | 290.9313 | 126.6536 | 332.0214 | 55.7421 | 276.2794 |
Avg Daily Profit (%) | 0.2351 | 0.1638 | 0.0713 | 0.0824 | 0.0249 | 0.0746 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87242 | -54039 | -78318 | -558922 | -394682 | -226512 |
Profit Factor | 1.8887 | 2.4288 | 1.4757 | 1.232 | 1.0832 | 1.363 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 41.4141 | 38.7755 | 44 | 41.4141 | 38.7755 | 44 |
Ratio Avg Win / Avg Loss | 2.6718 | 3.835 | 1.8781 | 1.7428 | 1.7103 | 1.7348 |
Largest Winning Trade | 216496 | 216496 | 78638 | 349769 | 187682 | 349769 |
Largest Losing Trade | -31178 | -27901 | -31178 | -136252 | -136252 | -99133 |
Avg Bars in Trades | 49 | 44 | 54 | 49 | 44 | 54 |
Avg Bars in Winners | 87 | 78 | 95 | 87 | 78 | 95 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 4897 | 2160 | 2737 | 4897 | 2160 | 2737 |
Profit Streak | 5.5014 | 0 | 18.1681 | 5.5014 | 0 | 18.1681 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328965 | 276146 | -277277 | -84492 | -292663 | -273526 |
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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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