Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87960.6197 | 12344.8626 | 75615.7571 | 106288.298 | 1721.4289 | 104566.8691 |
Total P&L (%) | 87.9606 | 12.3449 | 75.6158 | 106.2883 | 1.7214 | 104.5669 |
Avg Daily Profit (%) | 0.3378 | 0.0474 | 0.2904 | 0.2784 | 0.0066 | 0.2752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45018 | -31646 | -23905 | -100005 | -68426 | -49263 |
Profit Factor | 1.5218 | 1.1277 | 2.0512 | 1.3333 | 1.0096 | 1.7509 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 69.3069 | 62.7451 | 76 | 69.3069 | 62.7451 | 76 |
Ratio Avg Win / Avg Loss | 0.6739 | 0.6696 | 0.6478 | 0.5905 | 0.5994 | 0.5529 |
Largest Winning Trade | 12740 | 12740 | 10421 | 25570 | 25570 | 15323 |
Largest Losing Trade | -17668 | -17668 | -15434 | -32601 | -23378 | -32601 |
Avg Bars in Trades | 238 | 198 | 279 | 238 | 198 | 279 |
Avg Bars in Winners | 138 | 103 | 167 | 138 | 103 | 167 |
Avg Bars in Losers | 465 | 357 | 636 | 465 | 357 | 636 |
Bars Traded | 24101 | 10121 | 13980 | 24101 | 10121 | 13980 |
Profit Streak | 0 | 0 | 16.6577 | 0 | 0 | 16.6577 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368098 | -483915 | -167992 | 308375 | -741298 | -168701 |
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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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