Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462065.4274 | 297973.1176 | 164092.3098 | 8485.8792 | 72340.3609 | -63854.4817 |
Total P&L (%) | 462.0654 | 297.9731 | 164.0923 | 8.4859 | 72.3404 | -63.8545 |
Avg Daily Profit (%) | 0.4436 | 0.2861 | 0.1575 | 0.0078 | 0.0523 | -0.0976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98892 | -52478 | -98892 | -120091 | -25785 | -120432 |
Profit Factor | 2.1438 | 3.0429 | 1.6358 | 1.0419 | 2.97 | 0.6152 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 82.906 | 82.7586 | 83.0508 | 82.906 | 82.7586 | 83.0508 |
Ratio Avg Win / Avg Loss | 0.442 | 0.6339 | 0.3338 | 0.2148 | 0.6187 | 0.1256 |
Largest Winning Trade | 33482 | 33482 | 22733 | 12618 | 12415 | 12618 |
Largest Losing Trade | -98892 | -36596 | -98892 | -120091 | -19735 | -120091 |
Avg Bars in Trades | 208 | 229 | 188 | 208 | 229 | 188 |
Avg Bars in Winners | 124 | 136 | 112 | 124 | 136 | 112 |
Avg Bars in Losers | 617 | 673 | 560 | 617 | 673 | 560 |
Bars Traded | 24410 | 13306 | 11104 | 24410 | 13306 | 11104 |
Profit Streak | 47.8503 | 102.767 | 47.8503 | 47.8503 | 102.767 | 47.8503 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 624143 | -163073 | -163499 | -517961 | -294688 | -751855 |
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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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