Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284687.0567 | 264858.8502 | 19828.2064 | -16588.6916 | -238508.6134 | 221919.9218 |
Total P&L (%) | 284.6871 | 264.8589 | 19.8282 | -16.5887 | -238.5086 | 221.9199 |
Avg Daily Profit (%) | 0.1513 | 0.1407 | 0.0105 | -0.0096 | 0 | 0.0621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172944 | -164275 | -34423 | -821381 | -863433 | -77142 |
Profit Factor | 1.5206 | 1.64 | 1.1492 | 0.9922 | 0.8706 | 1.7786 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 54.7368 | 51.0638 | 58.3333 | 54.7368 | 51.0638 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.2575 | 1.5716 | 0.8208 | 0.8205 | 0.8343 | 1.2704 |
Largest Winning Trade | 199962 | 199962 | 14145 | 462519 | 462519 | 101462 |
Largest Losing Trade | -62832 | -62832 | -16744 | -482418 | -482418 | -30234 |
Avg Bars in Trades | 225 | 435 | 19 | 225 | 435 | 19 |
Avg Bars in Winners | 144 | 292 | 17 | 144 | 292 | 17 |
Avg Bars in Losers | 322 | 583 | 22 | 322 | 583 | 22 |
Bars Traded | 21410 | 20452 | 958 | 21410 | 20452 | 958 |
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 | 342147 | -1837 | -242421 | -579910 | -580558 | -106243 |
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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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