Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315441.2769 | 367960.7604 | -52519.4835 | -51180.353 | 24515.3012 | -75695.6542 |
Total P&L (%) | 315.4413 | 367.9608 | -52.5195 | -51.1804 | 24.5153 | -75.6957 |
Avg Daily Profit (%) | 0.1647 | 0.1921 | -0.0274 | -0.0374 | 0.0114 | -0.0738 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187092 | -152302 | -154853 | -139990 | -142131 | -115348 |
Profit Factor | 1.3169 | 1.763 | 0.8977 | 0.925 | 1.0754 | 0.7881 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Losing Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Profitability (%) | 50.7576 | 54.5455 | 46.9697 | 50.7576 | 54.5455 | 46.9697 |
Ratio Avg Win / Avg Loss | 1.2775 | 1.4691 | 1.0135 | 0.8974 | 0.8962 | 0.8898 |
Largest Winning Trade | 112725 | 112725 | 56604 | 37118 | 37118 | 35170 |
Largest Losing Trade | -57609 | -46650 | -57609 | -69385 | -65084 | -69385 |
Avg Bars in Trades | 41 | 46 | 36 | 41 | 46 | 36 |
Avg Bars in Winners | 38 | 36 | 41 | 38 | 36 | 41 |
Avg Bars in Losers | 45 | 59 | 32 | 45 | 59 | 32 |
Bars Traded | 5523 | 3091 | 2432 | 5523 | 3091 | 2432 |
Profit Streak | 51.361 | 51.361 | 75.6944 | 51.361 | 51.361 | 75.6944 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339580 | -112817 | -703782 | -578851 | -443271 | -705449 |
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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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