Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174620.9459 | 55791.3255 | 118829.6204 | -55877.985 | -7965.0779 | -47912.9071 |
Total P&L (%) | 174.6209 | 55.7913 | 118.8296 | -55.878 | -7.9651 | -47.9129 |
Avg Daily Profit (%) | 0.1559 | 0.0498 | 0.1061 | -0.073 | -0.0074 | -0.0582 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94857 | -24111 | -95189 | -313965 | -65455 | -318907 |
Profit Factor | 1.5611 | 1.6793 | 1.5188 | 0.8811 | 0.9198 | 0.8707 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 29 | 19 | 10 | 29 | 19 | 10 |
Profitability (%) | 72.8972 | 64.8148 | 81.1321 | 72.8972 | 64.8148 | 81.1321 |
Ratio Avg Win / Avg Loss | 0.5804 | 0.9116 | 0.3532 | 0.3276 | 0.4993 | 0.2025 |
Largest Winning Trade | 25849 | 16061 | 25849 | 35709 | 13490 | 35709 |
Largest Losing Trade | -94822 | -21292 | -94822 | -313832 | -33185 | -313832 |
Avg Bars in Trades | 40 | 8 | 72 | 40 | 8 | 72 |
Avg Bars in Winners | 28 | 4 | 48 | 28 | 4 | 48 |
Avg Bars in Losers | 70 | 14 | 177 | 70 | 14 | 177 |
Bars Traded | 4294 | 449 | 3845 | 4294 | 449 | 3845 |
Profit Streak | 6.3577 | 6.3577 | 131.1077 | 6.3577 | 6.3577 | 131.1077 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430313 | -304110 | -226292 | -576081 | -757943 | -755450 |
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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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