Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114344.9609 | 79205.9599 | 35139.001 | 121010.1248 | 118938.8281 | 2071.2967 |
Total P&L (%) | 114.345 | 79.206 | 35.139 | 121.0101 | 118.9388 | 2.0713 |
Avg Daily Profit (%) | 0.4391 | 0.3041 | 0.1349 | 0.305 | 0.3014 | 0.0079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41231 | -23515 | -31646 | -119621 | -66795 | -78186 |
Profit Factor | 1.5199 | 1.745 | 1.3092 | 1.2514 | 1.5155 | 1.0083 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 49.1379 | 50 | 48.2759 | 49.1379 | 50 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.5732 | 1.745 | 1.4027 | 1.2953 | 1.5155 | 1.0803 |
Largest Winning Trade | 50415 | 50415 | 22711 | 80353 | 80353 | 38335 |
Largest Losing Trade | -18628 | -10732 | -18628 | -33812 | -26331 | -33812 |
Avg Bars in Trades | 210 | 199 | 221 | 210 | 199 | 221 |
Avg Bars in Winners | 299 | 298 | 300 | 299 | 298 | 300 |
Avg Bars in Losers | 124 | 100 | 148 | 124 | 100 | 148 |
Bars Traded | 24416 | 11567 | 12849 | 24416 | 11567 | 12849 |
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 | 388091 | -169631 | -197532 | 247778 | -170451 | -741640 |
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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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