Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250057.8455 | 56648.3436 | 193409.5019 | -155653.4305 | -6348.7326 | -149304.6979 |
Total P&L (%) | 250.0578 | 56.6483 | 193.4095 | -155.6534 | -6.3487 | -149.3047 |
Avg Daily Profit (%) | 0.1918 | 0.0435 | 0.1484 | 0 | -0.005 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115739 | -25811 | -110260 | -438932 | -48329 | -416647 |
Profit Factor | 1.5284 | 1.3192 | 1.654 | 0.8182 | 0.9722 | 0.7622 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 70 | 31 | 39 | 61 | 28 | 33 |
Losing Trades | 39 | 24 | 15 | 48 | 27 | 21 |
Profitability (%) | 64.2202 | 56.3636 | 72.2222 | 55.9633 | 50.9091 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.8516 | 1.0213 | 0.6362 | 0.6438 | 0.9375 | 0.485 |
Largest Winning Trade | 35783 | 33938 | 35783 | 73657 | 34051 | 73657 |
Largest Losing Trade | -104623 | -32251 | -104623 | -377121 | -34775 | -377121 |
Avg Bars in Trades | 136 | 45 | 228 | 136 | 45 | 228 |
Avg Bars in Winners | 98 | 43 | 141 | 93 | 42 | 136 |
Avg Bars in Losers | 204 | 47 | 455 | 190 | 47 | 374 |
Bars Traded | 14838 | 2486 | 12352 | 14838 | 2486 | 12352 |
Profit Streak | 106.7544 | 106.7544 | 108.2544 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392034 | -313826 | -170448 | -579715 | -760715 | -759393 |
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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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