Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273445.9326 | 229713.518 | 43732.4147 | 277756.1581 | 536153.6094 | -258397.4513 |
Total P&L (%) | 273.4459 | 229.7135 | 43.7324 | 277.7562 | 536.1536 | -258.3975 |
Avg Daily Profit (%) | 0.1924 | 0.1617 | 0.0308 | 0.0936 | 0.1303 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193203 | -85642 | -116137 | -1584308 | -601881 | -1110935 |
Profit Factor | 1.6096 | 2.0895 | 1.184 | 1.0922 | 1.4173 | 0.8505 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Losing Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Profitability (%) | 52.381 | 57.6923 | 47.1698 | 52.381 | 57.6923 | 47.1698 |
Ratio Avg Win / Avg Loss | 1.4633 | 1.5323 | 1.326 | 0.9929 | 1.0393 | 0.9526 |
Largest Winning Trade | 103517 | 103517 | 62592 | 377541 | 377541 | 274371 |
Largest Losing Trade | -39433 | -36453 | -39433 | -381838 | -196713 | -381838 |
Avg Bars in Trades | 23 | 27 | 20 | 23 | 27 | 20 |
Avg Bars in Winners | 24 | 24 | 23 | 24 | 24 | 23 |
Avg Bars in Losers | 23 | 29 | 18 | 23 | 29 | 18 |
Bars Traded | 2509 | 1406 | 1103 | 2509 | 1406 | 1103 |
Profit Streak | 36.2744 | 0 | 57.2744 | 36.2744 | 0 | 57.2744 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392447 | -167514 | -351721 | -187445 | -196644 | -760676 |
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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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