Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256564.8768 | 104644.2692 | 151920.6075 | 90605.0779 | -48404.7319 | 139009.8098 |
Total P&L (%) | 256.5649 | 104.6443 | 151.9206 | 90.6051 | -48.4047 | 139.0098 |
Avg Daily Profit (%) | 0.2493 | 0.1017 | 0.1476 | 0.0627 | -0.0643 | 0.0847 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90671 | -114950 | -69836 | -214052 | -284211 | -110011 |
Profit Factor | 1.4346 | 1.3147 | 1.5892 | 1.0904 | 0.9153 | 1.3229 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 68 | 28 | 40 | 68 | 28 | 40 |
Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
Profitability (%) | 52.3077 | 43.0769 | 61.5385 | 52.3077 | 43.0769 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.3081 | 1.7373 | 0.9933 | 0.9942 | 1.2095 | 0.8268 |
Largest Winning Trade | 190019 | 190019 | 46904 | 190019 | 190019 | 57386 |
Largest Losing Trade | -36911 | -30261 | -36911 | -87798 | -87798 | -86353 |
Avg Bars in Trades | 22 | 17 | 28 | 22 | 17 | 28 |
Avg Bars in Winners | 27 | 19 | 32 | 27 | 19 | 32 |
Avg Bars in Losers | 18 | 15 | 21 | 18 | 15 | 21 |
Bars Traded | 2966 | 1130 | 1836 | 2966 | 1130 | 1836 |
Profit Streak | 5.4337 | 0 | 11.767 | 5.4337 | 0 | 11.767 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380809 | -190343 | -125111 | -230303 | -713483 | -210613 |
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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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