Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293059.3654 | 256662.4007 | 36396.9648 | -187436.7765 | -30294.0893 | -157142.6871 |
Total P&L (%) | 293.0594 | 256.6624 | 36.397 | -187.4368 | -30.2941 | -157.1427 |
Avg Daily Profit (%) | 0.1572 | 0.1377 | 0.0195 | 0 | -0.0194 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153694 | -109144 | -162655 | -493413 | -261148 | -421516 |
Profit Factor | 1.3719 | 1.6938 | 1.0871 | 0.8617 | 0.9517 | 0.784 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 85 | 40 | 45 | 65 | 29 | 36 |
Losing Trades | 44 | 24 | 20 | 64 | 35 | 29 |
Profitability (%) | 65.8915 | 62.5 | 69.2308 | 50.3876 | 45.3125 | 55.3846 |
Ratio Avg Win / Avg Loss | 0.7102 | 1.0163 | 0.4831 | 0.8484 | 1.1486 | 0.6316 |
Largest Winning Trade | 59549 | 59549 | 36378 | 81111 | 70405 | 81111 |
Largest Losing Trade | -121215 | -56890 | -121215 | -263616 | -123204 | -263616 |
Avg Bars in Trades | 55 | 66 | 44 | 55 | 66 | 44 |
Avg Bars in Winners | 30 | 34 | 27 | 40 | 50 | 31 |
Avg Bars in Losers | 102 | 118 | 83 | 71 | 79 | 60 |
Bars Traded | 7146 | 4229 | 2917 | 7146 | 4229 | 2917 |
Profit Streak | 86.8759 | 87.8759 | 86.8759 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363486 | -143244 | -423496 | -580385 | -720392 | -711760 |
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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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