Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323737.5433 | 322568.8319 | 1168.7114 | -109192.3735 | 172746.6971 | -281939.0706 |
Total P&L (%) | 323.7375 | 322.5688 | 1.1687 | -109.1924 | 172.7467 | -281.9391 |
Avg Daily Profit (%) | 0.1703 | 0.1697 | 0.0006 | 0 | 0.0528 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188595 | -130899 | -158282 | -381263 | -85220 | -394123 |
Profit Factor | 1.339 | 1.7119 | 1.0023 | 0.8707 | 1.7593 | 0.5431 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 57 | 29 | 28 | 53 | 28 | 25 |
Losing Trades | 48 | 23 | 25 | 52 | 24 | 28 |
Profitability (%) | 54.2857 | 55.7692 | 52.8302 | 50.4762 | 53.8462 | 47.1698 |
Ratio Avg Win / Avg Loss | 1.1276 | 1.3577 | 0.8949 | 0.8543 | 1.508 | 0.6083 |
Largest Winning Trade | 225446 | 225446 | 50053 | 103832 | 69888 | 103832 |
Largest Losing Trade | -112274 | -61418 | -112274 | -381263 | -84677 | -381263 |
Avg Bars in Trades | 105 | 145 | 67 | 105 | 145 | 67 |
Avg Bars in Winners | 97 | 119 | 74 | 103 | 137 | 64 |
Avg Bars in Losers | 115 | 177 | 59 | 108 | 153 | 69 |
Bars Traded | 11098 | 7543 | 3555 | 11098 | 7543 | 3555 |
Profit Streak | 529.5885 | 535.9218 | 529.5885 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341408 | -169228 | -756500 | -580436 | -298645 | -761933 |
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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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