Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129255.394 | 88683.034 | 40572.36 | 113980.924 | 100422.1372 | 13558.7868 |
Total P&L (%) | 129.2554 | 88.683 | 40.5724 | 113.9809 | 100.4221 | 13.5588 |
Avg Daily Profit (%) | 1.4889 | 1.0216 | 0.4674 | 0.8802 | 0.8041 | 0.1466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54522 | -22770 | -36569 | -52505 | -21669 | -35871 |
Profit Factor | 1.9152 | 2.4606 | 1.504 | 1.8136 | 2.7845 | 1.1618 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 51.4563 | 50.9804 | 51.9231 | 51.4563 | 50.9804 | 51.9231 |
Ratio Avg Win / Avg Loss | 1.8068 | 2.366 | 1.3926 | 1.711 | 2.6774 | 1.0757 |
Largest Winning Trade | 107063 | 107063 | 62901 | 117756 | 117756 | 42469 |
Largest Losing Trade | -9889 | -6962 | -9889 | -13762 | -6860 | -13762 |
Avg Bars in Trades | 239 | 230 | 248 | 239 | 230 | 248 |
Avg Bars in Winners | 163 | 161 | 166 | 163 | 161 | 166 |
Avg Bars in Losers | 320 | 302 | 337 | 320 | 302 | 337 |
Bars Traded | 24696 | 11762 | 12934 | 24696 | 11762 | 12934 |
Profit Streak | 0 | 3.9858 | 0 | 0 | 3.9858 | 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 | 558008 | -164477 | -172687 | 531924 | -164041 | -276757 |
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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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