Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368569.6778 | 229266.5193 | 139303.1585 | -351471.4047 | 87878.4185 | -439349.8232 |
Total P&L (%) | 368.5697 | 229.2665 | 139.3032 | -351.4714 | 87.8784 | -439.3498 |
Avg Daily Profit (%) | 0.1937 | 0.1205 | 0.0732 | 0 | 0.0331 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119850 | -91041 | -138885 | -747316 | -240640 | -614686 |
Profit Factor | 1.483 | 1.7125 | 1.3156 | 0.8293 | 1.1144 | 0.6594 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 62 | 27 | 35 | 46 | 27 | 19 |
Losing Trades | 45 | 26 | 19 | 61 | 26 | 35 |
Profitability (%) | 57.9439 | 50.9434 | 64.8148 | 42.9907 | 50.9434 | 35.1852 |
Ratio Avg Win / Avg Loss | 1.0763 | 1.649 | 0.7142 | 1.0997 | 1.0731 | 1.2147 |
Largest Winning Trade | 73470 | 73470 | 46627 | 175126 | 83235 | 175126 |
Largest Losing Trade | -119850 | -43870 | -119850 | -295486 | -84331 | -295486 |
Avg Bars in Trades | 67 | 60 | 75 | 67 | 60 | 75 |
Avg Bars in Winners | 67 | 55 | 76 | 68 | 67 | 69 |
Avg Bars in Losers | 68 | 64 | 72 | 67 | 52 | 78 |
Bars Traded | 7238 | 3184 | 4054 | 7238 | 3184 | 4054 |
Profit Streak | 0 | 95.5342 | 0 | 15.5342 | 0 | 20.7842 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362993 | -207920 | -274839 | -580970 | -423293 | -764653 |
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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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