Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215310.0017 | 77101.6139 | 138208.3879 | 182359.7222 | -69129.0555 | 251488.7776 |
Total P&L (%) | 215.31 | 77.1016 | 138.2084 | 182.3597 | -69.1291 | 251.4888 |
Avg Daily Profit (%) | 0.2304 | 0.0825 | 0.1479 | 0.1112 | -0.1257 | 0.1346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65094 | -88527 | -25760 | -148625 | -177117 | -75830 |
Profit Factor | 1.548 | 1.2751 | 2.227 | 1.2276 | 0.8791 | 2.0971 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 52.2936 | 47.2727 | 57.4074 | 52.2936 | 47.2727 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.4122 | 1.4222 | 1.6523 | 1.12 | 0.9806 | 1.5559 |
Largest Winning Trade | 112093 | 112093 | 18243 | 103092 | 103092 | 36673 |
Largest Losing Trade | -31192 | -31192 | -18266 | -111021 | -111021 | -49803 |
Avg Bars in Trades | 24 | 33 | 16 | 24 | 33 | 16 |
Avg Bars in Winners | 29 | 36 | 22 | 29 | 36 | 22 |
Avg Bars in Losers | 20 | 30 | 7 | 20 | 30 | 7 |
Bars Traded | 2724 | 1839 | 885 | 2724 | 1839 | 885 |
Profit Streak | 0 | 0 | 46.2569 | 0 | 0 | 46.2569 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372439 | -263962 | -169167 | -44087 | -761893 | -187146 |
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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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