Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289948.9259 | 194073.4502 | 95875.4757 | 32452.162 | -236768.2958 | 269220.4578 |
Total P&L (%) | 289.9489 | 194.0735 | 95.8755 | 32.4522 | -236.7683 | 269.2205 |
Avg Daily Profit (%) | 0.1508 | 0.1009 | 0.0499 | 0.0146 | 0 | 0.0679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112507 | -117849 | -52537 | -501204 | -550696 | -117147 |
Profit Factor | 1.7628 | 1.8555 | 1.6256 | 1.0296 | 0.6883 | 1.7965 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 46.3158 | 36.1702 | 56.25 | 46.3158 | 36.1702 | 56.25 |
Ratio Avg Win / Avg Loss | 2.0432 | 3.2744 | 1.2643 | 1.1934 | 1.2147 | 1.3973 |
Largest Winning Trade | 309954 | 309954 | 50170 | 311577 | 311577 | 149304 |
Largest Losing Trade | -56852 | -56852 | -29410 | -352060 | -352060 | -58472 |
Avg Bars in Trades | 56 | 44 | 67 | 56 | 44 | 67 |
Avg Bars in Winners | 68 | 59 | 74 | 68 | 59 | 74 |
Avg Bars in Losers | 45 | 36 | 57 | 45 | 36 | 57 |
Bars Traded | 5330 | 2114 | 3216 | 5330 | 2114 | 3216 |
Profit Streak | 0 | 55.282 | 0 | 0 | 55.282 | 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 | 337080 | -59457 | -123464 | -365397 | -583846 | -99012 |
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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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