Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267776.6231 | 100792.4756 | 166984.1475 | 227733.2335 | 65962.7767 | 161770.4569 |
Total P&L (%) | 267.7766 | 100.7925 | 166.9841 | 227.7332 | 65.9628 | 161.7705 |
Avg Daily Profit (%) | 0.1595 | 0.06 | 0.0995 | 0.0707 | 0.0302 | 0.0573 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99569 | -156695 | -43748 | -128105 | -118124 | -89268 |
Profit Factor | 1.6686 | 1.3791 | 2.2402 | 1.5293 | 1.2374 | 2.0614 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 50.4587 | 40.7407 | 60 | 50.4587 | 40.7407 | 60 |
Ratio Avg Win / Avg Loss | 1.6383 | 2.006 | 1.4935 | 1.5015 | 1.7998 | 1.3743 |
Largest Winning Trade | 83406 | 83406 | 46858 | 70495 | 70495 | 37471 |
Largest Losing Trade | -43748 | -43003 | -43748 | -89268 | -66257 | -89268 |
Avg Bars in Trades | 59 | 68 | 50 | 59 | 68 | 50 |
Avg Bars in Winners | 62 | 73 | 55 | 62 | 73 | 55 |
Avg Bars in Losers | 56 | 65 | 42 | 56 | 65 | 42 |
Bars Traded | 6453 | 3695 | 2758 | 6453 | 3695 | 2758 |
Profit Streak | 53.4237 | 53.4237 | 53.9237 | 53.4237 | 53.4237 | 53.9237 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443539 | -293733 | -234360 | -93998 | -334686 | -290888 |
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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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