Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362084.3396 | 287428.1384 | 74656.2011 | 412636.2685 | 270753.6312 | 141882.6373 |
Total P&L (%) | 362.0843 | 287.4281 | 74.6562 | 412.6363 | 270.7536 | 141.8826 |
Avg Daily Profit (%) | 0.2537 | 0.2014 | 0.0523 | 0.1146 | 0.0919 | 0.0619 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84482 | -63573 | -78228 | -434801 | -345046 | -236068 |
Profit Factor | 1.6661 | 1.9555 | 1.3076 | 1.1976 | 1.2154 | 1.1707 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 51.4851 | 48 | 54.902 | 51.4851 | 48 | 54.902 |
Ratio Avg Win / Avg Loss | 1.57 | 2.1184 | 1.0741 | 1.1285 | 1.3167 | 0.9616 |
Largest Winning Trade | 96660 | 96660 | 36894 | 292021 | 292021 | 125269 |
Largest Losing Trade | -42300 | -42300 | -26697 | -239880 | -239880 | -83212 |
Avg Bars in Trades | 39 | 44 | 33 | 39 | 44 | 33 |
Avg Bars in Winners | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Losers | 42 | 50 | 34 | 42 | 50 | 34 |
Bars Traded | 3969 | 2243 | 1726 | 3969 | 2243 | 1726 |
Profit Streak | 15.7086 | 0 | 119.3752 | 15.7086 | 0 | 119.3752 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442006 | -169485 | -300953 | -42126 | -251580 | -322735 |
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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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