Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357803.7825 | 375953.8322 | -18150.0497 | -44311.9036 | 12388.2186 | -56700.1222 |
Total P&L (%) | 357.8038 | 375.9538 | -18.1501 | -44.3119 | 12.3882 | -56.7001 |
Avg Daily Profit (%) | 0.1809 | 0.1901 | -0.0092 | -0.0296 | 0.0059 | -0.0423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98262 | -97776 | -200247 | -150545 | -156486 | -187058 |
Profit Factor | 1.3547 | 1.6848 | 0.9605 | 0.9601 | 1.0198 | 0.8835 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 53.7415 | 50 | 57.5342 | 53.7415 | 50 | 57.5342 |
Ratio Avg Win / Avg Loss | 1.1661 | 1.6848 | 0.7089 | 0.8265 | 1.0198 | 0.6521 |
Largest Winning Trade | 142783 | 142783 | 78638 | 97009 | 97009 | 86133 |
Largest Losing Trade | -53139 | -43125 | -53139 | -100306 | -58856 | -100306 |
Avg Bars in Trades | 25 | 28 | 21 | 25 | 28 | 21 |
Avg Bars in Winners | 25 | 28 | 22 | 25 | 28 | 22 |
Avg Bars in Losers | 24 | 28 | 20 | 24 | 28 | 20 |
Bars Traded | 3697 | 2108 | 1589 | 3697 | 2108 | 1589 |
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 | 325017 | -53451 | -651203 | -579626 | -539311 | -651203 |
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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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