Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86323.8683 | 62605.7144 | 23718.1539 | -42304.3755 | 62203.9473 | -104508.3227 |
Total P&L (%) | 86.3239 | 62.6057 | 23.7182 | -42.3044 | 62.2039 | -104.5083 |
Avg Daily Profit (%) | 0.3315 | 0.2404 | 0.0911 | -0.211 | 0.1859 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86585 | -42145 | -86585 | -182925 | -39220 | -187967 |
Profit Factor | 1.3208 | 1.654 | 1.1368 | 0.8992 | 1.5825 | 0.6658 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 71.4286 | 64.4068 | 78.3333 | 71.4286 | 64.4068 | 78.3333 |
Ratio Avg Win / Avg Loss | 0.5283 | 0.914 | 0.3144 | 0.3597 | 0.8746 | 0.1842 |
Largest Winning Trade | 21801 | 15076 | 21801 | 23575 | 18837 | 23575 |
Largest Losing Trade | -86585 | -30278 | -86585 | -182925 | -27835 | -182925 |
Avg Bars in Trades | 203 | 208 | 199 | 203 | 208 | 199 |
Avg Bars in Winners | 122 | 127 | 118 | 122 | 127 | 118 |
Avg Bars in Losers | 406 | 354 | 491 | 406 | 354 | 491 |
Bars Traded | 24232 | 12290 | 11942 | 24232 | 12290 | 11942 |
Profit Streak | 8.0199 | 8.0199 | 11.7179 | 8.0199 | 8.0199 | 11.7179 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389611 | -167705 | -313314 | -577244 | -168409 | -746592 |
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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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