Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313640.9809 | 267027.871 | 46613.1099 | 7123.3652 | 218452.9652 | -211329.5999 |
Total P&L (%) | 313.641 | 267.0279 | 46.6131 | 7.1234 | 218.453 | -211.3296 |
Avg Daily Profit (%) | 0.1938 | 0.165 | 0.0288 | 0.0043 | 0.0716 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174853 | -83704 | -192937 | -298730 | -129788 | -322656 |
Profit Factor | 1.5054 | 1.9309 | 1.1397 | 1.0103 | 1.7517 | 0.4762 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 42.6087 | 38.5965 | 46.5517 | 42.6087 | 38.5965 | 46.5517 |
Ratio Avg Win / Avg Loss | 2.0277 | 3.0719 | 1.3085 | 1.3608 | 2.7868 | 0.5468 |
Largest Winning Trade | 114015 | 114015 | 61113 | 142916 | 142916 | 32639 |
Largest Losing Trade | -77224 | -59003 | -77224 | -113320 | -113320 | -86671 |
Avg Bars in Trades | 166 | 181 | 151 | 166 | 181 | 151 |
Avg Bars in Winners | 272 | 332 | 222 | 272 | 332 | 222 |
Avg Bars in Losers | 88 | 86 | 90 | 88 | 86 | 90 |
Bars Traded | 19163 | 10357 | 8806 | 19163 | 10357 | 8806 |
Profit Streak | 492.9533 | 492.9533 | 586.5366 | 492.9533 | 492.9533 | 586.5366 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316292 | -173194 | -402956 | -563383 | -278183 | -760807 |
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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) |
---|