Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242844.5963 | 52132.0498 | 190712.5465 | 95830.998 | -47769.9021 | 143600.9001 |
Total P&L (%) | 242.8446 | 52.1321 | 190.7125 | 95.831 | -47.7699 | 143.6009 |
Avg Daily Profit (%) | 0.1467 | 0.0315 | 0.1152 | 0.0406 | -0.0392 | 0.0538 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178655 | -177160 | -62881 | -223021 | -248979 | -104446 |
Profit Factor | 1.5941 | 1.1824 | 2.5522 | 1.2129 | 0.853 | 2.1461 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 16 | 11 | 5 | 16 | 11 | 5 |
Profitability (%) | 82.4176 | 75.5556 | 89.1304 | 82.4176 | 75.5556 | 89.1304 |
Ratio Avg Win / Avg Loss | 0.3401 | 0.3825 | 0.3112 | 0.2587 | 0.276 | 0.2617 |
Largest Winning Trade | 27060 | 27060 | 20736 | 33471 | 33471 | 17500 |
Largest Losing Trade | -62881 | -52927 | -62881 | -104446 | -95860 | -104446 |
Avg Bars in Trades | 33 | 43 | 22 | 33 | 43 | 22 |
Avg Bars in Winners | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Losers | 111 | 122 | 86 | 111 | 122 | 86 |
Bars Traded | 3007 | 1954 | 1053 | 3007 | 1954 | 1053 |
Profit Streak | 139.4112 | 139.4112 | 317.9112 | 139.4112 | 139.4112 | 317.9112 |
Trades During Streak | 21 | 10 | 15 | 21 | 10 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340455 | -168652 | -30378 | -134362 | -575825 | -113057 |
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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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