Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310785.4247 | 210603.9232 | 100181.5015 | 73283.0998 | -85055.7957 | 158338.8955 |
Total P&L (%) | 310.7854 | 210.6039 | 100.1815 | 73.2831 | -85.0558 | 158.3389 |
Avg Daily Profit (%) | 0.2296 | 0.1556 | 0.074 | 0.0406 | -0.1403 | 0.0701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146918 | -129194 | -48651 | -157181 | -188605 | -52510 |
Profit Factor | 1.4881 | 1.4742 | 1.5199 | 1.0929 | 0.8535 | 1.7601 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 46.8468 | 40 | 53.5714 | 46.8468 | 40 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.6884 | 2.2113 | 1.3173 | 1.24 | 1.2803 | 1.5254 |
Largest Winning Trade | 141925 | 141925 | 25949 | 79655 | 79655 | 46814 |
Largest Losing Trade | -42501 | -42501 | -26847 | -91391 | -91391 | -25050 |
Avg Bars in Trades | 44 | 62 | 27 | 44 | 62 | 27 |
Avg Bars in Winners | 55 | 86 | 33 | 55 | 86 | 33 |
Avg Bars in Losers | 34 | 45 | 20 | 34 | 45 | 20 |
Bars Traded | 4952 | 3413 | 1539 | 4952 | 3413 | 1539 |
Profit Streak | 94.9574 | 98.4574 | 94.9574 | 94.9574 | 98.4574 | 94.9574 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384728 | -173484 | -271044 | -256519 | -762097 | -274295 |
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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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