Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262502.5411 | 185520.1562 | 76982.3849 | 148008.1108 | 114899.4003 | 33108.7105 |
Total P&L (%) | 262.5025 | 185.5202 | 76.9824 | 148.0081 | 114.8994 | 33.1087 |
Avg Daily Profit (%) | 0.192 | 0.1357 | 0.0563 | 0.0665 | 0.056 | 0.0209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85805 | -74728 | -73667 | -224091 | -77308 | -158001 |
Profit Factor | 1.5271 | 1.8161 | 1.2844 | 1.203 | 1.3731 | 1.0786 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 49.3976 | 45.2381 | 53.6585 | 49.3976 | 45.2381 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.5643 | 2.1985 | 1.1092 | 1.2324 | 1.6622 | 0.9316 |
Largest Winning Trade | 100635 | 100635 | 67206 | 98101 | 66553 | 98101 |
Largest Losing Trade | -42775 | -27828 | -42775 | -74807 | -38359 | -74807 |
Avg Bars in Trades | 62 | 48 | 77 | 62 | 48 | 77 |
Avg Bars in Winners | 93 | 72 | 111 | 93 | 72 | 111 |
Avg Bars in Losers | 32 | 28 | 37 | 32 | 28 | 37 |
Bars Traded | 5194 | 2025 | 3169 | 5194 | 2025 | 3169 |
Profit Streak | 24.2986 | 43.2986 | 0 | 24.2986 | 43.2986 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330050 | -9231 | -117221 | -105661 | -117348 | -302917 |
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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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