Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69759.4739 | 53787.4236 | 15972.0503 | -47235.3746 | 72324.0975 | -119559.4722 |
Total P&L (%) | 69.7595 | 53.7874 | 15.9721 | -47.2354 | 72.3241 | -119.5595 |
Avg Daily Profit (%) | 0.2679 | 0.2065 | 0.0613 | -0.2452 | 0.2092 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86002 | -36733 | -86002 | -245233 | -38906 | -245233 |
Profit Factor | 1.2372 | 1.4725 | 1.0886 | 0.9054 | 1.5503 | 0.6749 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 76.5957 | 74.2857 | 78.8732 | 76.5957 | 74.2857 | 78.8732 |
Ratio Avg Win / Avg Loss | 0.378 | 0.5097 | 0.2916 | 0.2766 | 0.5367 | 0.1808 |
Largest Winning Trade | 15429 | 7468 | 15429 | 15324 | 13353 | 15324 |
Largest Losing Trade | -86002 | -30653 | -86002 | -245233 | -30596 | -245233 |
Avg Bars in Trades | 174 | 181 | 167 | 174 | 181 | 167 |
Avg Bars in Winners | 83 | 90 | 76 | 83 | 90 | 76 |
Avg Bars in Losers | 473 | 445 | 506 | 473 | 445 | 506 |
Bars Traded | 24606 | 12715 | 11891 | 24606 | 12715 | 11891 |
Profit Streak | 0 | 9.9986 | 0 | 0 | 9.9986 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321182 | -85696 | -329658 | -578074 | -84117 | -665111 |
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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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