Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271920.4285 | 50717.0351 | 221203.3933 | 267842.345 | -332674.5434 | 600516.8884 |
Total P&L (%) | 271.9204 | 50.717 | 221.2034 | 267.8423 | -332.6745 | 600.5169 |
Avg Daily Profit (%) | 0.1775 | 0.0331 | 0.1444 | 0.0851 | 0 | 0.1271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85621 | -101602 | -57612 | -438829 | -512256 | -228820 |
Profit Factor | 1.5398 | 1.1695 | 2.0816 | 1.1442 | 0.7044 | 1.8196 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 48.6486 | 42.8571 | 54.5455 | 48.6486 | 42.8571 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.6253 | 1.5593 | 1.7346 | 1.2077 | 0.9392 | 1.5163 |
Largest Winning Trade | 61983 | 61983 | 56497 | 212087 | 123558 | 212087 |
Largest Losing Trade | -30869 | -27029 | -30869 | -149692 | -149692 | -127749 |
Avg Bars in Trades | 161 | 69 | 254 | 161 | 69 | 254 |
Avg Bars in Winners | 228 | 73 | 352 | 228 | 73 | 352 |
Avg Bars in Losers | 97 | 66 | 137 | 97 | 66 | 137 |
Bars Traded | 17887 | 3892 | 13995 | 17887 | 3892 | 13995 |
Profit Streak | 45.482 | 45.482 | 142.732 | 45.482 | 45.482 | 142.732 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390461 | -365220 | -174455 | -140602 | -763054 | -197532 |
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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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