Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258206.6302 | 228305.7241 | 29900.906 | -39486.4348 | 119169.7876 | -158656.2224 |
Total P&L (%) | 258.2066 | 228.3057 | 29.9009 | -39.4864 | 119.1698 | -158.6562 |
Avg Daily Profit (%) | 0.2507 | 0.2216 | 0.029 | -0.0488 | 0.0762 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -327769 | -221762 | -163932 | -271790 | -82047 | -192955 |
Profit Factor | 1.373 | 1.5786 | 1.1004 | 0.8915 | 1.9478 | 0.3337 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 44 | 16 | 28 | 44 | 16 | 28 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 43.5644 | 32 | 54.902 | 43.5644 | 32 | 54.902 |
Ratio Avg Win / Avg Loss | 1.7786 | 3.3545 | 0.9039 | 1.1549 | 4.139 | 0.2741 |
Largest Winning Trade | 201601 | 201601 | 36142 | 170680 | 170680 | 18864 |
Largest Losing Trade | -51114 | -31596 | -51114 | -140932 | -17143 | -140932 |
Avg Bars in Trades | 119 | 127 | 110 | 119 | 127 | 110 |
Avg Bars in Winners | 145 | 170 | 130 | 145 | 170 | 130 |
Avg Bars in Losers | 98 | 107 | 85 | 98 | 107 | 85 |
Bars Traded | 12021 | 6384 | 5637 | 12021 | 6384 | 5637 |
Profit Streak | 103.5042 | 103.5042 | 118.9209 | 103.5042 | 103.5042 | 118.9209 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322972 | -174996 | -446963 | -579834 | -273200 | -758810 |
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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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