Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491851.1958 | 363760.0158 | 128091.18 | 258327.7287 | 461852.8982 | -203525.1696 |
Total P&L (%) | 491.8512 | 363.76 | 128.0912 | 258.3277 | 461.8529 | -203.5252 |
Avg Daily Profit (%) | 0.2586 | 0.1912 | 0.0673 | 0.0671 | 0.0908 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104603 | -72720 | -143685 | -1363368 | -607865 | -1427228 |
Profit Factor | 1.4968 | 1.8484 | 1.2282 | 1.0482 | 1.217 | 0.937 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Losing Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Profitability (%) | 54.1436 | 58.2418 | 50 | 54.1436 | 58.2418 | 50 |
Ratio Avg Win / Avg Loss | 1.2677 | 1.3253 | 1.2282 | 0.8878 | 0.8725 | 0.937 |
Largest Winning Trade | 77390 | 77390 | 56613 | 475095 | 327804 | 475095 |
Largest Losing Trade | -59058 | -40007 | -59058 | -878354 | -368293 | -878354 |
Avg Bars in Trades | 30 | 20 | 40 | 30 | 20 | 40 |
Avg Bars in Winners | 31 | 18 | 47 | 31 | 18 | 47 |
Avg Bars in Losers | 29 | 24 | 33 | 29 | 24 | 33 |
Bars Traded | 5535 | 1896 | 3638 | 5535 | 1896 | 3638 |
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 | 392148 | 395197 | -103696 | -270999 | -72826 | -581091 |
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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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