Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361883.6267 | 260685.2606 | 101198.3661 | 372553.819 | 153202.7763 | 219351.0427 |
Total P&L (%) | 361.8836 | 260.6853 | 101.1984 | 372.5538 | 153.2028 | 219.351 |
Avg Daily Profit (%) | 0.164 | 0.1181 | 0.0459 | 0.0704 | 0.0421 | 0.0526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150092 | -78832 | -97578 | -444211 | -373235 | -274374 |
Profit Factor | 1.6513 | 1.9567 | 1.3574 | 1.2623 | 1.1951 | 1.3453 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 52.2936 | 51.8519 | 52.7273 | 52.2936 | 51.8519 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.5065 | 1.8169 | 1.217 | 1.1515 | 1.1098 | 1.2061 |
Largest Winning Trade | 93031 | 93031 | 48502 | 384494 | 384494 | 181637 |
Largest Losing Trade | -36923 | -27237 | -36923 | -209694 | -209694 | -172281 |
Avg Bars in Trades | 57 | 59 | 55 | 57 | 59 | 55 |
Avg Bars in Winners | 71 | 73 | 70 | 71 | 73 | 70 |
Avg Bars in Losers | 41 | 43 | 39 | 41 | 43 | 39 |
Bars Traded | 6267 | 3192 | 3075 | 6267 | 3192 | 3075 |
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 | 396998 | -211391 | -310926 | -98497 | -322375 | -301970 |
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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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