Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171251.8899 | 218063.506 | -46811.616 | -24525.5428 | 116977.4502 | -141502.993 |
Total P&L (%) | 171.2519 | 218.0635 | -46.8116 | -24.5255 | 116.9775 | -141.503 |
Avg Daily Profit (%) | 0.1378 | 0.1755 | -0.0377 | -0.0226 | 0.0624 | 0 |
Buy And Hold Return (%) | 17.1845 | 17.1845 | 17.1845 | 17.1845 | 17.1845 | 17.1845 |
Max Trade Drawdown | -105369 | -64971 | -90484 | -210397 | -104604 | -150855 |
Profit Factor | 1.3883 | 1.9986 | 0.7897 | 0.9586 | 1.3832 | 0.5066 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 40 | 40 | 40 | 40 | 40 | 40 |
Ratio Avg Win / Avg Loss | 2.0825 | 2.9978 | 1.1846 | 1.4379 | 2.0748 | 0.7599 |
Largest Winning Trade | 163814 | 163814 | 53824 | 163814 | 163814 | 30273 |
Largest Losing Trade | -36886 | -36886 | -25199 | -70322 | -70322 | -41387 |
Avg Bars in Trades | 117 | 137 | 97 | 117 | 137 | 97 |
Avg Bars in Winners | 182 | 206 | 158 | 182 | 206 | 158 |
Avg Bars in Losers | 74 | 90 | 57 | 74 | 90 | 57 |
Bars Traded | 7045 | 4119 | 2926 | 7045 | 4119 | 2926 |
Profit Streak | 19.0081 | 99.5081 | 19.0081 | 19.0081 | 99.5081 | 19.0081 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -183876 | 310666 | -582488 | -755712 | -110648 | -584154 |
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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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