Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444731.0943 | 306201.5881 | 138529.5063 | 104383.13 | 266311.0856 | -161927.9556 |
Total P&L (%) | 444.7311 | 306.2016 | 138.5295 | 104.3831 | 266.3111 | -161.928 |
Avg Daily Profit (%) | 0.2375 | 0.1635 | 0.074 | 0.0382 | 0.0694 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118583 | -92372 | -97859 | -877139 | -714987 | -1073188 |
Profit Factor | 1.552 | 1.8225 | 1.3197 | 1.0215 | 1.1203 | 0.9387 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 58.7719 | 56.1404 | 61.4035 | 58.7719 | 56.1404 | 61.4035 |
Ratio Avg Win / Avg Loss | 1.0887 | 1.4238 | 0.8295 | 0.7166 | 0.8752 | 0.59 |
Largest Winning Trade | 99919 | 99919 | 56201 | 445460 | 445460 | 312949 |
Largest Losing Trade | -68110 | -36180 | -68110 | -632518 | -373518 | -632518 |
Avg Bars in Trades | 46 | 33 | 60 | 46 | 33 | 60 |
Avg Bars in Winners | 42 | 34 | 49 | 42 | 34 | 49 |
Avg Bars in Losers | 53 | 33 | 76 | 53 | 33 | 76 |
Bars Traded | 5341 | 1917 | 3423 | 5341 | 1917 | 3423 |
Profit Streak | 15.5596 | 0 | 82.8929 | 15.5596 | 0 | 82.8929 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417144 | -169603 | -273233 | -338407 | -369431 | -758393 |
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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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