Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319742.9196 | 300753.1132 | 18989.8064 | -19995.8869 | 92308.7172 | -112304.604 |
Total P&L (%) | 319.7429 | 300.7531 | 18.9898 | -19.9959 | 92.3087 | -112.3046 |
Avg Daily Profit (%) | 0.1698 | 0.1597 | 0.0101 | -0.0118 | 0.0347 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134513 | -114556 | -81304 | -241486 | -259884 | -198357 |
Profit Factor | 1.5078 | 1.7196 | 1.0897 | 0.9795 | 1.149 | 0.6841 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 73.2673 | 76 | 70.5882 | 73.2673 | 76 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.5501 | 0.543 | 0.454 | 0.3574 | 0.3628 | 0.2851 |
Largest Winning Trade | 77236 | 77236 | 22556 | 113429 | 113429 | 33951 |
Largest Losing Trade | -73537 | -60976 | -73537 | -191411 | -159620 | -191411 |
Avg Bars in Trades | 71 | 134 | 8 | 71 | 134 | 8 |
Avg Bars in Winners | 22 | 39 | 4 | 22 | 39 | 4 |
Avg Bars in Losers | 204 | 436 | 18 | 204 | 436 | 18 |
Bars Traded | 7173 | 6730 | 443 | 7173 | 6730 | 443 |
Profit Streak | 70.9864 | 76.9864 | 70.9864 | 70.9864 | 76.9864 | 70.9864 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433483 | -167555 | -486594 | -575787 | -380112 | -756919 |
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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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