Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223364.0709 | 239927.815 | -16563.7441 | -71066.0073 | 123524.1944 | -194590.2017 |
Total P&L (%) | 223.3641 | 239.9278 | -16.5637 | -71.066 | 123.5242 | -194.5902 |
Avg Daily Profit (%) | 0.2144 | 0.2303 | -0.0159 | -0.119 | 0.0772 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132230 | -96358 | -119245 | -254783 | -53018 | -247326 |
Profit Factor | 1.3768 | 1.7544 | 0.9397 | 0.8507 | 1.9441 | 0.4365 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 63.3663 | 60 | 66.6667 | 63.3663 | 60 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7959 | 1.1696 | 0.4699 | 0.4918 | 1.296 | 0.2182 |
Largest Winning Trade | 132099 | 132099 | 36333 | 39971 | 39971 | 26175 |
Largest Losing Trade | -91051 | -58006 | -91051 | -237201 | -31468 | -237201 |
Avg Bars in Trades | 232 | 326 | 140 | 232 | 326 | 140 |
Avg Bars in Winners | 123 | 174 | 79 | 123 | 174 | 79 |
Avg Bars in Losers | 420 | 554 | 264 | 420 | 554 | 264 |
Bars Traded | 23499 | 16315 | 7184 | 23499 | 16315 | 7184 |
Profit Streak | 53.7456 | 53.7456 | 69.6623 | 53.7456 | 53.7456 | 69.6623 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365985 | -167678 | -757294 | -577242 | -265003 | -757294 |
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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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