Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260789.0053 | 209928.767 | 50860.2383 | -118983.7012 | 70690.0087 | -189673.7099 |
Total P&L (%) | 260.789 | 209.9288 | 50.8602 | -118.9837 | 70.69 | -189.6737 |
Avg Daily Profit (%) | 0.1647 | 0.1326 | 0.0321 | 0 | 0.0338 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109598 | -93139 | -111662 | -209933 | -19060 | -212781 |
Profit Factor | 1.3939 | 1.7121 | 1.1385 | 0.5894 | 2.6471 | 0.2317 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 69 | 34 | 35 | 50 | 27 | 23 |
Losing Trades | 49 | 25 | 24 | 68 | 32 | 36 |
Profitability (%) | 58.4746 | 57.6271 | 59.322 | 42.3729 | 45.7627 | 38.9831 |
Ratio Avg Win / Avg Loss | 0.9899 | 1.2589 | 0.7807 | 0.8016 | 3.1373 | 0.3627 |
Largest Winning Trade | 120461 | 120461 | 46013 | 69159 | 69159 | 19527 |
Largest Losing Trade | -107059 | -55257 | -107059 | -194645 | -14903 | -194645 |
Avg Bars in Trades | 78 | 77 | 79 | 78 | 77 | 79 |
Avg Bars in Winners | 65 | 59 | 70 | 92 | 97 | 86 |
Avg Bars in Losers | 96 | 101 | 91 | 67 | 59 | 74 |
Bars Traded | 9230 | 4556 | 4674 | 9230 | 4556 | 4674 |
Profit Streak | 89.2631 | 89.2631 | 137.5965 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331661 | -188238 | -395206 | -583430 | -321057 | -762020 |
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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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