Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227492.3198 | 295915.7957 | -68423.4759 | -812878.2372 | 945457.719 | -1758335.9562 |
Total P&L (%) | 227.4923 | 295.9158 | -68.4235 | -812.8782 | 945.4577 | -1758.336 |
Avg Daily Profit (%) | 0.1217 | 0.1583 | -0.0366 | 0 | 0.1256 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -326867 | -99272 | -327024 | -4169777 | -792787 | -4365851 |
Profit Factor | 1.2581 | 1.8159 | 0.8681 | 0.9039 | 1.3662 | 0.7009 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 60 | 30 | 30 | 60 | 32 | 28 |
Losing Trades | 32 | 16 | 16 | 32 | 14 | 18 |
Profitability (%) | 65.2174 | 65.2174 | 65.2174 | 65.2174 | 69.5652 | 60.8696 |
Ratio Avg Win / Avg Loss | 0.671 | 0.9685 | 0.463 | 0.4821 | 0.5977 | 0.4506 |
Largest Winning Trade | 86060 | 86060 | 48603 | 1108874 | 556309 | 1108874 |
Largest Losing Trade | -246237 | -69222 | -246237 | -4169777 | -593171 | -4169777 |
Avg Bars in Trades | 118 | 130 | 106 | 118 | 130 | 106 |
Avg Bars in Winners | 72 | 79 | 65 | 100 | 107 | 92 |
Avg Bars in Losers | 205 | 226 | 185 | 152 | 182 | 129 |
Bars Traded | 10922 | 6007 | 4915 | 10922 | 6007 | 4915 |
Profit Streak | 25.3975 | 0 | 68.5642 | 0 | 58.2308 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29329 | 359211 | -577762 | -578282 | -22870 | -579295 |
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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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