Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330151.7312 | 136304.6986 | 193847.0327 | 639868.6761 | 111427.2216 | 528441.4545 |
Total P&L (%) | 330.1517 | 136.3047 | 193.847 | 639.8687 | 111.4272 | 528.4415 |
Avg Daily Profit (%) | 0.1745 | 0.072 | 0.1024 | 0.1058 | 0.0396 | 0.0972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61216 | -70292 | -66652 | -283557 | -244287 | -202282 |
Profit Factor | 1.8142 | 1.6829 | 1.9416 | 1.5568 | 1.1887 | 1.9458 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 59.7826 | 52.1739 | 67.3913 | 59.7826 | 52.1739 | 67.3913 |
Ratio Avg Win / Avg Loss | 1.2205 | 1.5426 | 0.9395 | 1.0473 | 1.0896 | 0.9415 |
Largest Winning Trade | 65499 | 65499 | 49511 | 149737 | 92862 | 149737 |
Largest Losing Trade | -38149 | -29544 | -38149 | -133588 | -133588 | -79878 |
Avg Bars in Trades | 39 | 36 | 42 | 39 | 36 | 42 |
Avg Bars in Winners | 40 | 39 | 40 | 40 | 39 | 40 |
Avg Bars in Losers | 37 | 32 | 45 | 37 | 32 | 45 |
Bars Traded | 3612 | 1675 | 1937 | 3612 | 1675 | 1937 |
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 | 404887 | -93230 | -52996 | -48149 | -152665 | -59582 |
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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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