Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287613.8442 | 249230.9537 | 38382.8905 | -138712.8843 | -9454.4143 | -129258.47 |
Total P&L (%) | 287.6138 | 249.231 | 38.3829 | -138.7129 | -9.4544 | -129.2585 |
Avg Daily Profit (%) | 0.2827 | 0.245 | 0.0377 | 0 | -0.0098 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96931 | -124226 | -56961 | -33513 | -25931 | -27813 |
Profit Factor | 1.3807 | 1.6996 | 1.0962 | 0.449 | 0.8665 | 0.2856 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 58 | 28 | 30 | 47 | 25 | 22 |
Losing Trades | 48 | 25 | 23 | 59 | 28 | 31 |
Profitability (%) | 54.717 | 52.8302 | 56.6038 | 44.3396 | 47.1698 | 41.5094 |
Ratio Avg Win / Avg Loss | 1.1427 | 1.5175 | 0.8404 | 0.5636 | 0.9705 | 0.4024 |
Largest Winning Trade | 196495 | 196495 | 31413 | 14323 | 7156 | 14323 |
Largest Losing Trade | -112241 | -44225 | -112241 | -112241 | -15617 | -112241 |
Avg Bars in Trades | 55 | 55 | 55 | 55 | 55 | 55 |
Avg Bars in Winners | 55 | 55 | 55 | 55 | 55 | 55 |
Avg Bars in Losers | 55 | 55 | 55 | 55 | 55 | 55 |
Bars Traded | 5864 | 2935 | 2929 | 5864 | 2935 | 2929 |
Profit Streak | 27.5309 | 27.5309 | 73.6976 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389188 | -167921 | -439111 | -582697 | -761933 | -764135 |
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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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