Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477780.0581 | 184203.8251 | 293576.233 | 905578.0982 | -203758.7054 | 1109336.8035 |
Total P&L (%) | 477.7801 | 184.2038 | 293.5762 | 905.5781 | -203.7587 | 1109.3368 |
Avg Daily Profit (%) | 0.2873 | 0.1107 | 0.1765 | 0.1389 | 0 | 0.15 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97395 | -123794 | -94262 | -729795 | -934629 | -184146 |
Profit Factor | 1.6605 | 1.4091 | 2.0749 | 1.3199 | 0.904 | 2.5665 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 61.3924 | 59.4937 | 63.2911 | 61.3924 | 59.4937 | 63.2911 |
Ratio Avg Win / Avg Loss | 1.0442 | 0.9594 | 1.2034 | 0.83 | 0.6155 | 1.4886 |
Largest Winning Trade | 101356 | 101356 | 49396 | 300995 | 281398 | 300995 |
Largest Losing Trade | -50718 | -38883 | -50718 | -482558 | -482558 | -152648 |
Avg Bars in Trades | 40 | 47 | 33 | 40 | 47 | 33 |
Avg Bars in Winners | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Losers | 50 | 71 | 28 | 50 | 71 | 28 |
Bars Traded | 6381 | 3717 | 2664 | 6381 | 3717 | 2664 |
Profit Streak | 0 | 0 | 79.4155 | 0 | 0 | 79.4155 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457395 | -71506 | -13288 | -6386 | -606227 | -12177 |
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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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