Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112741.9011 | 176767.0536 | -64025.1525 | -71201.116 | 95379.8328 | -166580.9488 |
Total P&L (%) | 112.7419 | 176.7671 | -64.0252 | -71.2011 | 95.3798 | -166.5809 |
Avg Daily Profit (%) | 0.1082 | 0.1697 | -0.0615 | -0.1194 | 0.0643 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162414 | -99397 | -73618 | -229408 | -103022 | -167602 |
Profit Factor | 1.248 | 1.841 | 0.7381 | 0.8325 | 1.587 | 0.3653 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 49.2537 | 42.4242 | 55.8824 | 49.2537 | 42.4242 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.2858 | 2.4984 | 0.5827 | 0.8577 | 2.1537 | 0.2884 |
Largest Winning Trade | 273111 | 273111 | 37365 | 168254 | 168254 | 20143 |
Largest Losing Trade | -51230 | -24567 | -51230 | -88962 | -40855 | -88962 |
Avg Bars in Trades | 367 | 317 | 416 | 367 | 317 | 416 |
Avg Bars in Winners | 494 | 413 | 554 | 494 | 413 | 554 |
Avg Bars in Losers | 243 | 246 | 241 | 243 | 246 | 241 |
Bars Traded | 24623 | 10467 | 14156 | 24623 | 10467 | 14156 |
Profit Streak | 50.0819 | 50.0819 | 59.0402 | 50.0819 | 50.0819 | 59.0402 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168604 | 304170 | -579054 | -700651 | -106505 | -579054 |
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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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