Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313749.5507 | 295542.1296 | 18207.4211 | -70917.1548 | -58013.6451 | -12903.5097 |
Total P&L (%) | 313.7496 | 295.5421 | 18.2074 | -70.9172 | -58.0136 | -12.9035 |
Avg Daily Profit (%) | 0.1642 | 0.1547 | 0.0095 | -0.0646 | -0.0454 | -0.0072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196083 | -104675 | -115919 | -235834 | -178821 | -130259 |
Profit Factor | 1.4118 | 1.8129 | 1.0457 | 0.9084 | 0.8583 | 0.9646 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 52.5 | 50 | 55 | 52.5 | 50 | 55 |
Ratio Avg Win / Avg Loss | 1.2774 | 1.8129 | 0.8556 | 0.8218 | 0.8583 | 0.7892 |
Largest Winning Trade | 244485 | 244485 | 67653 | 128889 | 128889 | 44874 |
Largest Losing Trade | -73798 | -35611 | -73798 | -87953 | -62413 | -87953 |
Avg Bars in Trades | 45 | 51 | 38 | 45 | 51 | 38 |
Avg Bars in Winners | 51 | 54 | 48 | 51 | 54 | 48 |
Avg Bars in Losers | 37 | 47 | 26 | 37 | 47 | 26 |
Bars Traded | 3601 | 2046 | 1555 | 3601 | 2046 | 1555 |
Profit Streak | 0 | 110.9816 | 0 | 0 | 110.9816 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15370 | 419725 | -359414 | -604231 | -579791 | -580101 |
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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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