Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207085.2538 | 196361.3111 | 10723.9427 | -72181.242 | -5245.0584 | -66936.1836 |
Total P&L (%) | 207.0853 | 196.3613 | 10.7239 | -72.1812 | -5.2451 | -66.9362 |
Avg Daily Profit (%) | 0.1522 | 0.1443 | 0.0079 | -0.094 | -0.004 | -0.0813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143283 | -97186 | -135010 | -156004 | -53425 | -133495 |
Profit Factor | 1.2683 | 1.479 | 1.0296 | 0.8175 | 0.9732 | 0.665 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 54.3103 | 50 | 58.6207 | 54.3103 | 50 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.067 | 1.479 | 0.7268 | 0.6877 | 0.9732 | 0.4694 |
Largest Winning Trade | 174027 | 174027 | 39001 | 75769 | 75769 | 15169 |
Largest Losing Trade | -79589 | -33593 | -79589 | -114591 | -28045 | -114591 |
Avg Bars in Trades | 21 | 25 | 17 | 21 | 25 | 17 |
Avg Bars in Winners | 23 | 28 | 20 | 23 | 28 | 20 |
Avg Bars in Losers | 18 | 22 | 14 | 18 | 22 | 14 |
Bars Traded | 2510 | 1470 | 1040 | 2510 | 1470 | 1040 |
Profit Streak | 17.3844 | 29.3844 | 17.3844 | 17.3844 | 29.3844 | 17.3844 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335319 | -178425 | -693245 | -578566 | -760015 | -758869 |
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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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