Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186245.8601 | 218213.4532 | -31967.5931 | -57346.6051 | 271429.255 | -328775.8601 |
Total P&L (%) | 186.2459 | 218.2135 | -31.9676 | -57.3466 | 271.4293 | -328.7759 |
Avg Daily Profit (%) | 0.153 | 0.1793 | -0.0263 | -0.07 | 0.1079 | 0 |
Buy And Hold Return (%) | 13.3559 | 13.3559 | 13.3559 | 13.3559 | 13.3559 | 13.3559 |
Max Trade Drawdown | -168561 | -86815 | -156403 | -449145 | -92147 | -396890 |
Profit Factor | 1.3264 | 1.7106 | 0.8787 | 0.9312 | 1.9075 | 0.3851 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 51.4286 | 48.0769 | 54.717 | 51.4286 | 48.0769 | 54.717 |
Ratio Avg Win / Avg Loss | 1.2527 | 1.8475 | 0.7272 | 0.8795 | 2.0601 | 0.3187 |
Largest Winning Trade | 202770 | 202770 | 28342 | 222282 | 222282 | 73749 |
Largest Losing Trade | -69823 | -42196 | -69823 | -329970 | -65508 | -329970 |
Avg Bars in Trades | 134 | 219 | 50 | 134 | 219 | 50 |
Avg Bars in Winners | 84 | 135 | 40 | 84 | 135 | 40 |
Avg Bars in Losers | 186 | 296 | 63 | 186 | 296 | 63 |
Bars Traded | 14090 | 11394 | 2697 | 14090 | 11394 | 2697 |
Profit Streak | 13.7463 | 36.3296 | 13.7463 | 13.7463 | 36.3296 | 13.7463 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324238 | -169126 | -759622 | -579236 | -225148 | -759622 |
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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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