Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282910.6658 | 62724.2234 | 220186.4424 | 386142.8092 | 36587.6287 | 349555.1805 |
Total P&L (%) | 282.9107 | 62.7242 | 220.1864 | 386.1428 | 36.5876 | 349.5552 |
Avg Daily Profit (%) | 0.1898 | 0.0421 | 0.1477 | 0.1061 | 0.0209 | 0.1009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77856 | -74153 | -55607 | -219233 | -115707 | -155408 |
Profit Factor | 1.7152 | 1.269 | 2.3557 | 1.3752 | 1.0638 | 1.7669 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 49.5496 | 40 | 58.9286 | 49.5496 | 40 | 58.9286 |
Ratio Avg Win / Avg Loss | 1.7464 | 1.9036 | 1.6418 | 1.4003 | 1.5957 | 1.2315 |
Largest Winning Trade | 80787 | 80787 | 56972 | 221905 | 157133 | 221905 |
Largest Losing Trade | -27210 | -27210 | -21779 | -120510 | -83205 | -120510 |
Avg Bars in Trades | 77 | 59 | 96 | 77 | 59 | 96 |
Avg Bars in Winners | 106 | 81 | 123 | 106 | 81 | 123 |
Avg Bars in Losers | 49 | 44 | 57 | 49 | 44 | 57 |
Bars Traded | 8632 | 3248 | 5384 | 8632 | 3248 | 5384 |
Profit Streak | 1.6427 | 0 | 3.3093 | 1.6427 | 0 | 3.3093 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306460 | -320132 | -170694 | -53031 | -500594 | -235369 |
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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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