Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233538.7518 | 180195.034 | 53343.7178 | 112106.1831 | 273991.8938 | -161885.7106 |
Total P&L (%) | 233.5388 | 180.195 | 53.3437 | 112.1062 | 273.9919 | -161.8857 |
Avg Daily Profit (%) | 0.1884 | 0.1454 | 0.043 | 0.0607 | 0.1065 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161334 | -89791 | -92226 | -1006256 | -370933 | -748272 |
Profit Factor | 1.4122 | 1.6442 | 1.186 | 1.0472 | 1.2595 | 0.8775 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 53.5088 | 45.614 | 61.4035 | 53.5088 | 45.614 | 61.4035 |
Ratio Avg Win / Avg Loss | 1.227 | 1.9604 | 0.7455 | 0.9098 | 1.5017 | 0.5516 |
Largest Winning Trade | 110547 | 110547 | 25701 | 304252 | 304252 | 119100 |
Largest Losing Trade | -37176 | -29224 | -37176 | -414557 | -118962 | -414557 |
Avg Bars in Trades | 30 | 40 | 20 | 30 | 40 | 20 |
Avg Bars in Winners | 34 | 47 | 25 | 34 | 47 | 25 |
Avg Bars in Losers | 25 | 35 | 11 | 25 | 35 | 11 |
Bars Traded | 3463 | 2317 | 1146 | 3463 | 2317 | 1146 |
Profit Streak | 0 | 0 | 75.6015 | 0 | 0 | 75.6015 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325787 | -177590 | -331475 | -281450 | -231633 | -758112 |
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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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