Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247798.0123 | 146639.9011 | 101158.1112 | 115000.126 | 216548.0572 | -101547.9312 |
Total P&L (%) | 247.798 | 146.6399 | 101.1581 | 115.0001 | 216.5481 | -101.5479 |
Avg Daily Profit (%) | 0.183 | 0.1083 | 0.0747 | 0.0566 | 0.0851 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83561 | -85131 | -108940 | -620521 | -322794 | -621306 |
Profit Factor | 1.4315 | 1.3647 | 1.5875 | 1.0633 | 1.2002 | 0.862 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 45 | 28 | 17 | 45 | 28 | 17 |
Profitability (%) | 64.2857 | 55.5556 | 73.0159 | 64.2857 | 55.5556 | 73.0159 |
Ratio Avg Win / Avg Loss | 0.7953 | 1.0918 | 0.5867 | 0.5907 | 0.9602 | 0.3186 |
Largest Winning Trade | 57266 | 57266 | 16413 | 261727 | 261727 | 72231 |
Largest Losing Trade | -47762 | -46303 | -47762 | -360996 | -141112 | -360996 |
Avg Bars in Trades | 31 | 51 | 11 | 31 | 51 | 11 |
Avg Bars in Winners | 18 | 27 | 12 | 18 | 27 | 12 |
Avg Bars in Losers | 53 | 81 | 8 | 53 | 81 | 8 |
Bars Traded | 3954 | 3236 | 718 | 3954 | 3236 | 718 |
Profit Streak | 12.0543 | 19.0543 | 0 | 12.0543 | 19.0543 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342199 | -192820 | -236436 | -267189 | -226373 | -724197 |
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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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