Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169996.6715 | 35833.4777 | 134163.1938 | 68477.7197 | -135105.0819 | 203582.8017 |
Total P&L (%) | 169.9967 | 35.8335 | 134.1632 | 68.4777 | -135.1051 | 203.5828 |
Avg Daily Profit (%) | 0.1663 | 0.035 | 0.1312 | 0.051 | 0 | 0.1087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126248 | -87467 | -53838 | -473767 | -296223 | -214748 |
Profit Factor | 1.4505 | 1.1551 | 1.9168 | 1.0637 | 0.802 | 1.5196 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 78.7037 | 74.0741 | 83.3333 | 78.7037 | 74.0741 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.3925 | 0.4043 | 0.3834 | 0.2878 | 0.2807 | 0.3039 |
Largest Winning Trade | 22526 | 19005 | 22526 | 69490 | 69490 | 55718 |
Largest Losing Trade | -69575 | -69575 | -38666 | -278488 | -278488 | -214748 |
Avg Bars in Trades | 52 | 64 | 40 | 52 | 64 | 40 |
Avg Bars in Winners | 21 | 23 | 20 | 21 | 23 | 20 |
Avg Bars in Losers | 165 | 180 | 140 | 165 | 180 | 140 |
Bars Traded | 5628 | 3456 | 2172 | 5628 | 3456 | 2172 |
Profit Streak | 35.6799 | 105.3465 | 35.6799 | 35.6799 | 105.3465 | 35.6799 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448541 | -375648 | -191847 | -271157 | -756204 | -223013 |
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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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