Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303398.5509 | 112874.1193 | 190524.4316 | 159455.7721 | -397370.1835 | 556825.9556 |
Total P&L (%) | 303.3986 | 112.8741 | 190.5244 | 159.4558 | -397.3702 | 556.826 |
Avg Daily Profit (%) | 0.2002 | 0.0745 | 0.1257 | 0.0629 | 0 | 0.1243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190716 | -107236 | -110809 | -1198465 | -834957 | -397664 |
Profit Factor | 1.6887 | 1.486 | 1.9148 | 1.0836 | 0.6649 | 1.7715 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 53 | 46 | 60 | 53 | 46 | 60 |
Ratio Avg Win / Avg Loss | 1.4975 | 1.7444 | 1.2765 | 0.9609 | 0.7805 | 1.181 |
Largest Winning Trade | 106210 | 106210 | 50066 | 331099 | 331099 | 321849 |
Largest Losing Trade | -71108 | -38159 | -71108 | -360529 | -360529 | -300828 |
Avg Bars in Trades | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 2938 | 1454 | 1484 | 2938 | 1454 | 1484 |
Profit Streak | 47.721 | 0 | 53.721 | 47.7211 | 0 | 53.7211 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403361 | -272501 | -200577 | -237645 | -762111 | -202357 |
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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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