Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219684.1927 | 13756.6906 | 205927.5022 | 291568.6898 | 44340.4289 | 247228.2608 |
Total P&L (%) | 219.6842 | 13.7567 | 205.9275 | 291.5687 | 44.3404 | 247.2283 |
Avg Daily Profit (%) | 0.2137 | 0.0134 | 0.2003 | 0.1328 | 0.0357 | 0.1211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62869 | -56591 | -49278 | -151763 | -104591 | -100127 |
Profit Factor | 1.813 | 1.1325 | 2.2375 | 1.5847 | 1.2526 | 1.7651 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 50 | 45.1613 | 54.8387 | 50 | 45.1613 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.813 | 1.3752 | 1.8427 | 1.5847 | 1.521 | 1.4536 |
Largest Winning Trade | 47565 | 23086 | 47565 | 111855 | 49426 | 111855 |
Largest Losing Trade | -42183 | -16448 | -42183 | -82572 | -32532 | -82572 |
Avg Bars in Trades | 87 | 20 | 155 | 87 | 20 | 155 |
Avg Bars in Winners | 101 | 22 | 167 | 101 | 22 | 167 |
Avg Bars in Losers | 73 | 19 | 140 | 73 | 19 | 140 |
Bars Traded | 5440 | 633 | 4807 | 5440 | 633 | 4807 |
Profit Streak | 74.2743 | 181.6076 | 0 | 74.2743 | 181.6076 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146764 | -298840 | 448897 | -170684 | -146368 | -28457 |
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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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