Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364079.8794 | 241979.4821 | 122100.3974 | 147368.7904 | -90096.0602 | 237464.8506 |
Total P&L (%) | 364.0799 | 241.9795 | 122.1004 | 147.3688 | -90.0961 | 237.4649 |
Avg Daily Profit (%) | 0.192 | 0.1276 | 0.0644 | 0.0478 | -0.1219 | 0.0642 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90929 | -118725 | -124026 | -294819 | -253218 | -147308 |
Profit Factor | 1.5848 | 1.7003 | 1.4407 | 1.1449 | 0.8622 | 1.6543 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 50.6024 | 48.7805 | 52.381 | 50.6024 | 48.7805 | 52.381 |
Ratio Avg Win / Avg Loss | 1.547 | 1.7853 | 1.3097 | 1.1177 | 0.9053 | 1.5039 |
Largest Winning Trade | 144388 | 144388 | 43881 | 106666 | 106666 | 91904 |
Largest Losing Trade | -49080 | -36665 | -49080 | -85692 | -85692 | -69931 |
Avg Bars in Trades | 62 | 76 | 48 | 62 | 76 | 48 |
Avg Bars in Winners | 68 | 72 | 64 | 68 | 72 | 64 |
Avg Bars in Losers | 56 | 80 | 31 | 56 | 80 | 31 |
Bars Traded | 5184 | 3136 | 2048 | 5184 | 3136 | 2048 |
Profit Streak | 32.2197 | 0 | 165.8863 | 32.2197 | 0 | 165.8863 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353849 | -19854 | -104263 | -190864 | -581216 | -102377 |
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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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