Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262804.6643 | 161572.9988 | 101231.6655 | 8646.358 | 10780.9607 | -2134.6027 |
Total P&L (%) | 262.8047 | 161.573 | 101.2317 | 8.6464 | 10.781 | -2.1346 |
Avg Daily Profit (%) | 0.1643 | 0.101 | 0.0633 | 0.0052 | 0.0064 | -0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97632 | -114739 | -72681 | -121072 | -91147 | -94224 |
Profit Factor | 1.5403 | 1.6369 | 1.435 | 1.0179 | 1.0424 | 0.9906 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 44.9541 | 43.6364 | 46.2963 | 44.9541 | 43.6364 | 46.2963 |
Ratio Avg Win / Avg Loss | 1.8861 | 2.1143 | 1.6646 | 1.2464 | 1.3464 | 1.1491 |
Largest Winning Trade | 281601 | 281601 | 53456 | 139233 | 139233 | 36138 |
Largest Losing Trade | -47979 | -34426 | -47979 | -55005 | -54174 | -55005 |
Avg Bars in Trades | 41 | 34 | 48 | 41 | 34 | 48 |
Avg Bars in Winners | 60 | 40 | 80 | 60 | 40 | 80 |
Avg Bars in Losers | 25 | 30 | 20 | 25 | 30 | 20 |
Bars Traded | 4511 | 1901 | 2610 | 4511 | 1901 | 2610 |
Profit Streak | 33.37 | 33.37 | 33.7033 | 33.37 | 33.37 | 33.7033 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334855 | -237023 | -287363 | -553161 | -681669 | -760065 |
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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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