Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371790.8488 | 408341.2009 | -36550.3521 | -58601.8814 | -31837.8847 | -26763.9967 |
Total P&L (%) | 371.7908 | 408.3412 | -36.5504 | -58.6019 | -31.8379 | -26.764 |
Avg Daily Profit (%) | 0.1947 | 0.2138 | -0.0191 | -0.0462 | -0.0201 | -0.0163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217109 | -185659 | -65731 | -896895 | -643646 | -352374 |
Profit Factor | 1.5007 | 2.0161 | 0.8927 | 0.9703 | 0.9703 | 0.9702 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 42.7083 | 39.5833 | 45.8333 | 42.7083 | 39.5833 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.0131 | 3.0772 | 1.055 | 1.3016 | 1.481 | 1.1466 |
Largest Winning Trade | 311758 | 311758 | 43965 | 340892 | 340892 | 224745 |
Largest Losing Trade | -45489 | -38763 | -45489 | -352374 | -162859 | -352374 |
Avg Bars in Trades | 57 | 66 | 48 | 57 | 66 | 48 |
Avg Bars in Winners | 72 | 83 | 62 | 72 | 83 | 62 |
Avg Bars in Losers | 46 | 54 | 37 | 46 | 54 | 37 |
Bars Traded | 5519 | 3173 | 2346 | 5519 | 3173 | 2346 |
Profit Streak | 29.3354 | 29.3354 | 35.6687 | 29.3354 | 29.3354 | 35.6687 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303205 | 293347 | -580100 | -580685 | -582533 | -580100 |
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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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