Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234070.4635 | 156992.6082 | 77077.8553 | 73802.7637 | 55496.6735 | 18306.0902 |
Total P&L (%) | 234.0705 | 156.9926 | 77.0779 | 73.8028 | 55.4967 | 18.3061 |
Avg Daily Profit (%) | 0.159 | 0.1066 | 0.0523 | 0.0375 | 0.03 | 0.0114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81911 | -68821 | -68545 | -300083 | -201878 | -192500 |
Profit Factor | 1.4883 | 1.6827 | 1.3091 | 1.0613 | 1.0947 | 1.0297 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 43.2432 | 40 | 46.4286 | 43.2432 | 40 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.9534 | 2.5241 | 1.5105 | 1.393 | 1.642 | 1.1881 |
Largest Winning Trade | 150019 | 150019 | 83004 | 149319 | 149319 | 113897 |
Largest Losing Trade | -50652 | -19422 | -50652 | -78030 | -64313 | -78030 |
Avg Bars in Trades | 51 | 32 | 69 | 51 | 32 | 69 |
Avg Bars in Winners | 81 | 47 | 110 | 81 | 47 | 110 |
Avg Bars in Losers | 27 | 22 | 33 | 27 | 22 | 33 |
Bars Traded | 5684 | 1806 | 3877 | 5684 | 1806 | 3877 |
Profit Streak | 16.5796 | 27.3296 | 16.5796 | 16.5796 | 27.3296 | 16.5796 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300675 | -230867 | -302633 | -297071 | -452482 | -554365 |
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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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