Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152238.1589 | 156540.7107 | -4302.5518 | -1928.9443 | 24419.4231 | -26348.3674 |
Total P&L (%) | 152.2382 | 156.5407 | -4.3026 | -1.9289 | 24.4194 | -26.3484 |
Avg Daily Profit (%) | 0.1461 | 0.1503 | -0.0041 | -0.0019 | 0.021 | -0.0294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138725 | -138879 | -19773 | -546557 | -549159 | -54260 |
Profit Factor | 1.392 | 1.455 | 0.9029 | 0.9983 | 1.0238 | 0.7674 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Losing Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Profitability (%) | 60.6742 | 68.1818 | 53.3333 | 60.6742 | 68.1818 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.9022 | 0.679 | 0.79 | 0.647 | 0.4778 | 0.6715 |
Largest Winning Trade | 85285 | 85285 | 5345 | 272670 | 272670 | 16792 |
Largest Losing Trade | -60054 | -60054 | -11284 | -234118 | -234118 | -40666 |
Avg Bars in Trades | 264 | 529 | 5 | 264 | 529 | 5 |
Avg Bars in Winners | 131 | 233 | 4 | 131 | 233 | 4 |
Avg Bars in Losers | 469 | 1161 | 7 | 469 | 1161 | 7 |
Bars Traded | 23530 | 23281 | 250 | 23530 | 23281 | 250 |
Profit Streak | 33.6317 | 33.7151 | 33.6317 | 33.6317 | 33.7151 | 33.6317 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 131497 | 342620 | -579460 | -578162 | -361787 | -579460 |
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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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