Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212847.857 | 110073.0302 | 102774.8269 | 305422.0185 | 191457.1418 | 113964.8767 |
Total P&L (%) | 212.8479 | 110.073 | 102.7748 | 305.422 | 191.4571 | 113.9649 |
Avg Daily Profit (%) | 0.2314 | 0.1196 | 0.1117 | 0.1523 | 0.1163 | 0.0827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57076 | -49646 | -66011 | -179110 | -163086 | -117728 |
Profit Factor | 1.5874 | 1.6076 | 1.5673 | 1.324 | 1.4234 | 1.2324 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 51.6484 | 50 | 53.3333 | 51.6484 | 50 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.4861 | 1.6076 | 1.3714 | 1.2395 | 1.4234 | 1.0783 |
Largest Winning Trade | 37386 | 37386 | 29312 | 100054 | 100054 | 81830 |
Largest Losing Trade | -26457 | -16416 | -26457 | -116068 | -56320 | -116068 |
Avg Bars in Trades | 27 | 29 | 24 | 27 | 29 | 24 |
Avg Bars in Winners | 37 | 39 | 34 | 37 | 39 | 34 |
Avg Bars in Losers | 16 | 19 | 13 | 16 | 19 | 13 |
Bars Traded | 2474 | 1359 | 1115 | 2474 | 1359 | 1115 |
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 | 376695 | -29885 | -41363 | 294398 | -36494 | -82075 |
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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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