Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229431.7537 | 94631.6984 | 134800.0553 | 361811.7958 | 155364.8959 | 206446.8999 |
Total P&L (%) | 229.4318 | 94.6317 | 134.8001 | 361.8118 | 155.3649 | 206.4469 |
Avg Daily Profit (%) | 0.248 | 0.1023 | 0.1457 | 0.1655 | 0.1014 | 0.1211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44961 | -54804 | -45785 | -266097 | -221613 | -173119 |
Profit Factor | 1.6189 | 1.463 | 1.8103 | 1.3143 | 1.2596 | 1.3737 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 44.8598 | 35.8491 | 53.7037 | 44.8598 | 35.8491 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.9898 | 2.6181 | 1.5606 | 1.6156 | 2.2539 | 1.1843 |
Largest Winning Trade | 46960 | 46960 | 33880 | 165232 | 165232 | 127665 |
Largest Losing Trade | -27394 | -16310 | -27394 | -165331 | -61244 | -165331 |
Avg Bars in Trades | 25 | 26 | 23 | 25 | 26 | 23 |
Avg Bars in Winners | 37 | 40 | 36 | 37 | 40 | 36 |
Avg Bars in Losers | 14 | 19 | 8 | 14 | 19 | 8 |
Bars Traded | 2685 | 1420 | 1265 | 2685 | 1420 | 1265 |
Profit Streak | 13.7057 | 0 | 15.7057 | 13.7057 | 0 | 15.7057 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369343 | -239489 | -173782 | 279808 | -241932 | -209467 |
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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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