Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403755.0298 | 142067.5483 | 261687.4816 | 173451.6916 | -67977.6743 | 241429.3659 |
Total P&L (%) | 403.755 | 142.0675 | 261.6875 | 173.4517 | -67.9777 | 241.4294 |
Avg Daily Profit (%) | 0.2433 | 0.0856 | 0.1577 | 0.0606 | -0.0686 | 0.074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136249 | -103419 | -120321 | -621346 | -511326 | -580480 |
Profit Factor | 1.4549 | 1.3282 | 1.5756 | 1.055 | 0.9545 | 1.1454 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 111 | 49 | 62 | 111 | 49 | 62 |
Losing Trades | 94 | 53 | 41 | 94 | 53 | 41 |
Profitability (%) | 54.1463 | 48.0392 | 60.1942 | 54.1463 | 48.0392 | 60.1942 |
Ratio Avg Win / Avg Loss | 1.2321 | 1.4366 | 1.0419 | 0.8934 | 1.0324 | 0.7574 |
Largest Winning Trade | 110004 | 110004 | 42116 | 183446 | 183446 | 165594 |
Largest Losing Trade | -59468 | -59468 | -57965 | -401694 | -244859 | -401694 |
Avg Bars in Trades | 23 | 29 | 17 | 23 | 29 | 17 |
Avg Bars in Winners | 19 | 23 | 16 | 19 | 23 | 16 |
Avg Bars in Losers | 27 | 34 | 19 | 27 | 34 | 19 |
Bars Traded | 4819 | 2974 | 1845 | 4819 | 2974 | 1845 |
Profit Streak | 9.5673 | 0 | 23.234 | 9.5673 | 0 | 23.234 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416720 | -79161 | 409790 | -271095 | -579878 | -154044 |
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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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