Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298191.9996 | 231771.5353 | 66420.4642 | 104514.8953 | 92743.1988 | 11771.6966 |
Total P&L (%) | 298.192 | 231.7715 | 66.4205 | 104.5149 | 92.7432 | 11.7717 |
Avg Daily Profit (%) | 0.2188 | 0.1701 | 0.0487 | 0.0525 | 0.0482 | 0.0082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105296 | -91750 | -113745 | -217297 | -190797 | -192668 |
Profit Factor | 1.4964 | 1.7476 | 1.2285 | 1.1274 | 1.2104 | 1.031 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 47.191 | 44.4444 | 50 | 47.191 | 44.4444 | 50 |
Ratio Avg Win / Avg Loss | 1.6745 | 2.1845 | 1.2285 | 1.2617 | 1.513 | 1.031 |
Largest Winning Trade | 133916 | 133916 | 34492 | 72288 | 72288 | 58166 |
Largest Losing Trade | -43799 | -43799 | -42073 | -103219 | -103219 | -53807 |
Avg Bars in Trades | 87 | 92 | 83 | 87 | 92 | 83 |
Avg Bars in Winners | 118 | 124 | 114 | 118 | 124 | 114 |
Avg Bars in Losers | 59 | 66 | 52 | 59 | 66 | 52 |
Bars Traded | 7805 | 4151 | 3654 | 7805 | 4151 | 3654 |
Profit Streak | 47.013 | 47.013 | 54.513 | 47.013 | 47.013 | 54.513 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371185 | 329145 | -127794 | -202995 | -129479 | -478338 |
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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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