Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343080.3346 | 283980.8641 | 59099.4705 | -58643.4603 | -24247.8724 | -34395.5879 |
Total P&L (%) | 343.0803 | 283.9809 | 59.0995 | -58.6435 | -24.2479 | -34.3956 |
Avg Daily Profit (%) | 0.2329 | 0.1928 | 0.0401 | -0.0599 | -0.0189 | -0.0286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124334 | -79913 | -80304 | -145646 | -108913 | -87119 |
Profit Factor | 1.4965 | 1.9923 | 1.146 | 0.8988 | 0.9022 | 0.8962 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 46.6667 | 34.6154 | 58.4906 | 46.6667 | 34.6154 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.7103 | 3.7631 | 0.8133 | 1.0272 | 1.7041 | 0.636 |
Largest Winning Trade | 225507 | 225507 | 74333 | 84937 | 84937 | 47229 |
Largest Losing Trade | -79131 | -31025 | -79131 | -58221 | -47245 | -58221 |
Avg Bars in Trades | 27 | 16 | 38 | 27 | 16 | 38 |
Avg Bars in Winners | 37 | 27 | 43 | 37 | 27 | 43 |
Avg Bars in Losers | 18 | 10 | 30 | 18 | 10 | 30 |
Bars Traded | 2892 | 863 | 2028 | 2892 | 863 | 2028 |
Profit Streak | 0 | 58.5961 | 0 | 0 | 58.5961 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344130 | -173437 | -380572 | -579850 | -762782 | -759732 |
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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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