Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403096.0968 | 333132.3923 | 69963.7045 | -107901.7715 | -128461.4635 | 20559.692 |
Total P&L (%) | 403.0961 | 333.1324 | 69.9637 | -107.9018 | -128.4615 | 20.5597 |
Avg Daily Profit (%) | 0.2174 | 0.1796 | 0.0377 | 0 | 0 | 0.0101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144623 | -121274 | -168891 | -1078306 | -332294 | -801968 |
Profit Factor | 1.5 | 1.9734 | 1.1508 | 0.9419 | 0.8316 | 1.0188 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 75 | 35 | 40 | 61 | 28 | 33 |
Losing Trades | 39 | 22 | 17 | 53 | 29 | 24 |
Profitability (%) | 65.7895 | 61.4035 | 70.1754 | 53.5088 | 49.1228 | 57.8947 |
Ratio Avg Win / Avg Loss | 0.78 | 1.2404 | 0.4891 | 0.8184 | 0.8613 | 0.7409 |
Largest Winning Trade | 75969 | 75969 | 45264 | 516292 | 76777 | 516292 |
Largest Losing Trade | -121441 | -50698 | -121441 | -488643 | -129581 | -488643 |
Avg Bars in Trades | 96 | 100 | 92 | 96 | 100 | 92 |
Avg Bars in Winners | 66 | 67 | 66 | 81 | 82 | 80 |
Avg Bars in Losers | 152 | 152 | 152 | 113 | 117 | 108 |
Bars Traded | 10969 | 5705 | 5264 | 10969 | 5705 | 5264 |
Profit Streak | 6.4297 | 0 | 52.0964 | 0 | 41.9297 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376190 | -168492 | -374832 | -580020 | -760187 | -566466 |
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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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