Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347301.5817 | 250468.9136 | 96832.6681 | 64496.7606 | 178318.0665 | -113821.3058 |
Total P&L (%) | 347.3016 | 250.4689 | 96.8327 | 64.4968 | 178.3181 | -113.8213 |
Avg Daily Profit (%) | 0.3392 | 0.2447 | 0.0946 | 0.0486 | 0.1 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229481 | -112651 | -139028 | -254959 | -88742 | -210025 |
Profit Factor | 1.498 | 1.6611 | 1.304 | 1.0804 | 1.4996 | 0.7442 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 41.6667 | 37.037 | 46.2963 | 41.6667 | 37.037 | 46.2963 |
Ratio Avg Win / Avg Loss | 2.0972 | 2.8239 | 1.5126 | 1.5126 | 2.5494 | 0.8632 |
Largest Winning Trade | 179571 | 179571 | 37131 | 161349 | 161349 | 30397 |
Largest Losing Trade | -57260 | -33358 | -57260 | -155475 | -34528 | -155475 |
Avg Bars in Trades | 112 | 117 | 107 | 112 | 117 | 107 |
Avg Bars in Winners | 158 | 164 | 154 | 158 | 164 | 154 |
Avg Bars in Losers | 79 | 90 | 67 | 79 | 90 | 67 |
Bars Traded | 12179 | 6362 | 5817 | 12179 | 6362 | 5817 |
Profit Streak | 11.4503 | 0 | 12.2837 | 11.4503 | 0 | 12.2837 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320233 | -173947 | -246348 | -261586 | -242107 | -761654 |
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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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