Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105724.0389 | 64166.9487 | 41557.0902 | -5403.7578 | 97768.5002 | -103172.258 |
Total P&L (%) | 105.724 | 64.1669 | 41.5571 | -5.4038 | 97.7685 | -103.1723 |
Avg Daily Profit (%) | 0.406 | 0.2464 | 0.1596 | -0.0213 | 0.2622 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82015 | -30119 | -82015 | -276154 | -31261 | -276154 |
Profit Factor | 1.4855 | 1.8802 | 1.2869 | 0.9877 | 2.202 | 0.7122 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 72.2222 | 68.8889 | 75.5556 | 72.2222 | 68.8889 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.5713 | 0.8491 | 0.4163 | 0.3799 | 0.9945 | 0.2304 |
Largest Winning Trade | 21423 | 14050 | 21423 | 23927 | 14936 | 23927 |
Largest Losing Trade | -82015 | -25934 | -82015 | -276154 | -27888 | -276154 |
Avg Bars in Trades | 271 | 278 | 264 | 271 | 278 | 264 |
Avg Bars in Winners | 183 | 198 | 170 | 183 | 198 | 170 |
Avg Bars in Losers | 500 | 456 | 556 | 500 | 456 | 556 |
Bars Traded | 24462 | 12543 | 11919 | 24462 | 12543 | 11919 |
Profit Streak | 2.3552 | 0 | 16.376 | 2.3552 | 0 | 16.376 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330687 | 343405 | 236916 | -580524 | 384624 | -577725 |
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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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