Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346117.1592 | 361160.2797 | -15043.1206 | -97315.2643 | -2066.7737 | -95248.4905 |
Total P&L (%) | 346.1172 | 361.1603 | -15.0431 | -97.3153 | -2.0668 | -95.2485 |
Avg Daily Profit (%) | 0.1857 | 0.1938 | -0.0081 | -0.1939 | -0.0011 | -0.1633 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232661 | -150688 | -213548 | -107771 | -1789 | -103848 |
Profit Factor | 1.4271 | 2.0597 | 0.968 | 0.1707 | 0.7653 | 0.1225 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Losing Trades | 50 | 31 | 19 | 50 | 31 | 19 |
Profitability (%) | 52.8302 | 41.5094 | 64.1509 | 52.8302 | 41.5094 | 64.1509 |
Ratio Avg Win / Avg Loss | 1.2742 | 2.9023 | 0.5409 | 0.1524 | 1.0784 | 0.0685 |
Largest Winning Trade | 307477 | 307477 | 70467 | 8086 | 1332 | 8086 |
Largest Losing Trade | -97828 | -35356 | -97828 | -101969 | -3852 | -101969 |
Avg Bars in Trades | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Winners | 62 | 64 | 60 | 62 | 64 | 60 |
Avg Bars in Losers | 33 | 38 | 26 | 33 | 38 | 26 |
Bars Traded | 5162 | 2594 | 2568 | 5162 | 2594 | 2568 |
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 | 324297 | -171873 | -758998 | -580129 | -761913 | -758998 |
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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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