Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232194.7722 | 170833.827 | 61360.9452 | 16159.9812 | 27261.7213 | -11101.7401 |
Total P&L (%) | 232.1948 | 170.8338 | 61.3609 | 16.16 | 27.2617 | -11.1017 |
Avg Daily Profit (%) | 0.1703 | 0.1253 | 0.045 | 0.011 | 0.0177 | -0.0086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167423 | -94690 | -135438 | -272580 | -153314 | -238101 |
Profit Factor | 1.3833 | 1.5607 | 1.2038 | 1.0171 | 1.0572 | 0.9764 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 46.6667 | 42.2222 | 51.1111 | 46.6667 | 42.2222 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.5809 | 2.1356 | 1.1514 | 1.1623 | 1.4467 | 0.934 |
Largest Winning Trade | 123134 | 123134 | 58918 | 160441 | 160441 | 76167 |
Largest Losing Trade | -50618 | -24397 | -50618 | -128372 | -44758 | -128372 |
Avg Bars in Trades | 58 | 53 | 64 | 58 | 53 | 64 |
Avg Bars in Winners | 85 | 80 | 90 | 85 | 80 | 90 |
Avg Bars in Losers | 35 | 33 | 37 | 35 | 33 | 37 |
Bars Traded | 5300 | 2407 | 2893 | 5300 | 2407 | 2893 |
Profit Streak | 21.6151 | 41.3651 | 0 | 21.6151 | 41.3651 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308350 | -25342 | -133661 | -389877 | -332565 | -580567 |
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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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