Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236853.4446 | 65440.9962 | 171412.4484 | 10389.0622 | -148976.4181 | 159365.4803 |
Total P&L (%) | 236.8534 | 65.441 | 171.4124 | 10.3891 | -148.9764 | 159.3655 |
Avg Daily Profit (%) | 0.1589 | 0.0439 | 0.115 | 0.0066 | 0 | 0.064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126804 | -99960 | -140570 | -265663 | -270510 | -140624 |
Profit Factor | 1.3291 | 1.1709 | 1.5088 | 1.0101 | 0.7623 | 1.3946 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 50.8621 | 46.5517 | 55.1724 | 50.8621 | 46.5517 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.2841 | 1.3444 | 1.2259 | 0.9758 | 0.8752 | 1.1331 |
Largest Winning Trade | 58953 | 58953 | 40565 | 132477 | 132477 | 77790 |
Largest Losing Trade | -57427 | -32657 | -57427 | -114728 | -114728 | -93222 |
Avg Bars in Trades | 74 | 61 | 86 | 74 | 61 | 86 |
Avg Bars in Winners | 74 | 56 | 89 | 74 | 56 | 89 |
Avg Bars in Losers | 74 | 66 | 83 | 74 | 66 | 83 |
Bars Traded | 8626 | 3583 | 5043 | 8626 | 3583 | 5043 |
Profit Streak | 28.5652 | 28.5652 | 46.5652 | 28.5652 | 28.5652 | 46.5652 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322541 | -347906 | -216918 | -547314 | -761634 | -285675 |
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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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