Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261741.0381 | 155943.4975 | 105797.5406 | 122182.8838 | 64896.1192 | 57286.7647 |
Total P&L (%) | 261.741 | 155.9435 | 105.7975 | 122.1829 | 64.8961 | 57.2868 |
Avg Daily Profit (%) | 0.192 | 0.1144 | 0.0776 | 0.0586 | 0.0367 | 0.0332 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94552 | -84424 | -86216 | -218157 | -213966 | -189750 |
Profit Factor | 1.602 | 1.7031 | 1.4968 | 1.1502 | 1.163 | 1.1379 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 46.2963 | 40.7407 | 51.8519 | 46.2963 | 40.7407 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.8583 | 2.4772 | 1.3899 | 1.3342 | 1.6916 | 1.0567 |
Largest Winning Trade | 191850 | 191850 | 41884 | 210092 | 210092 | 65688 |
Largest Losing Trade | -41727 | -30191 | -41727 | -95221 | -95221 | -78416 |
Avg Bars in Trades | 34 | 24 | 44 | 34 | 24 | 44 |
Avg Bars in Winners | 55 | 43 | 64 | 55 | 43 | 64 |
Avg Bars in Losers | 16 | 11 | 22 | 16 | 11 | 22 |
Bars Traded | 3708 | 1329 | 2379 | 3708 | 1329 | 2379 |
Profit Streak | 0 | 37.776 | 0 | 0 | 37.776 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339537 | -219900 | -267865 | -171159 | -367166 | -397963 |
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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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