Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165948.7061 | 75074.3901 | 90874.316 | -22926.7159 | 118.7174 | -23045.4333 |
Total P&L (%) | 165.9487 | 75.0744 | 90.8743 | -22.9267 | 0.1187 | -23.0454 |
Avg Daily Profit (%) | 0.1631 | 0.0738 | 0.0893 | -0.0256 | 0.0001 | -0.0257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99394 | -94312 | -75235 | -69267 | -43874 | -45281 |
Profit Factor | 1.2695 | 1.2167 | 1.3373 | 0.9222 | 1.0008 | 0.8377 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 55.6818 | 45.4545 | 65.9091 | 55.6818 | 45.4545 | 65.9091 |
Ratio Avg Win / Avg Loss | 1.0104 | 1.4601 | 0.6917 | 0.734 | 1.2009 | 0.4333 |
Largest Winning Trade | 94596 | 94596 | 38122 | 29329 | 29329 | 14450 |
Largest Losing Trade | -55950 | -26953 | -55950 | -33757 | -19362 | -33757 |
Avg Bars in Trades | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Winners | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Losers | 43 | 43 | 43 | 43 | 43 | 43 |
Bars Traded | 3805 | 1903 | 1902 | 3805 | 1903 | 1902 |
Profit Streak | 29.4042 | 29.4042 | 148.4042 | 29.4042 | 29.4042 | 148.4042 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330462 | -96023 | -71515 | -578801 | -579269 | -577213 |
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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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