Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284104.5461 | 293224.2571 | -9119.7111 | -54874.4588 | 193463.9942 | -248338.453 |
Total P&L (%) | 284.1045 | 293.2243 | -9.1197 | -54.8745 | 193.464 | -248.3385 |
Avg Daily Profit (%) | 0.1768 | 0.1825 | -0.0057 | -0.0495 | 0.067 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127747 | -120215 | -86613 | -249990 | -136803 | -241479 |
Profit Factor | 1.3997 | 1.8523 | 0.9751 | 0.9386 | 1.5422 | 0.537 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 48.1481 | 40.7407 | 55.5556 | 48.1481 | 40.7407 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.5073 | 2.6942 | 0.7801 | 1.0108 | 2.2432 | 0.4296 |
Largest Winning Trade | 265793 | 265793 | 61592 | 214295 | 214295 | 35054 |
Largest Losing Trade | -46379 | -35735 | -46379 | -136781 | -50021 | -136781 |
Avg Bars in Trades | 41 | 32 | 51 | 41 | 32 | 51 |
Avg Bars in Winners | 56 | 35 | 71 | 56 | 35 | 71 |
Avg Bars in Losers | 28 | 30 | 25 | 28 | 30 | 25 |
Bars Traded | 4524 | 1762 | 2761 | 4524 | 1762 | 2761 |
Profit Streak | 0 | 0 | 27.0827 | 0 | 0 | 27.0827 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316577 | -172669 | -759572 | -579544 | -284432 | -759572 |
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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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