Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313231.8779 | 231493.6164 | 81738.2616 | 15686.9477 | -131432.4567 | 147119.4044 |
Total P&L (%) | 313.2319 | 231.4936 | 81.7383 | 15.6869 | -131.4325 | 147.1194 |
Avg Daily Profit (%) | 0.1649 | 0.1219 | 0.043 | 0.0077 | 0 | 0.0477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109341 | -140871 | -34374 | -323785 | -395092 | -101222 |
Profit Factor | 1.5523 | 1.5706 | 1.5064 | 1.014 | 0.8482 | 1.5749 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 52.1739 | 56.1404 | 48.2759 | 52.1739 | 56.1404 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.423 | 1.227 | 1.614 | 0.9295 | 0.6627 | 1.6874 |
Largest Winning Trade | 181676 | 181676 | 32056 | 199412 | 199412 | 77670 |
Largest Losing Trade | -64397 | -64397 | -20572 | -181343 | -181343 | -34893 |
Avg Bars in Trades | 29 | 49 | 10 | 29 | 49 | 10 |
Avg Bars in Winners | 21 | 28 | 13 | 21 | 28 | 13 |
Avg Bars in Losers | 38 | 75 | 8 | 38 | 75 | 8 |
Bars Traded | 3414 | 2803 | 611 | 3414 | 2803 | 611 |
Profit Streak | 46.0233 | 0 | 53.5233 | 46.0233 | 0 | 53.5233 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373307 | -207790 | -312844 | -397727 | -760037 | -306280 |
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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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