Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247765.8321 | 4832.8296 | 242933.0025 | -245180.3038 | 19717.0398 | -264897.3436 |
Total P&L (%) | 247.7658 | 4.8328 | 242.933 | -245.1803 | 19.717 | -264.8973 |
Avg Daily Profit (%) | 0.1492 | 0.0029 | 0.1463 | 0 | 0.0108 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111483 | -28748 | -106366 | -732322 | -62803 | -732639 |
Profit Factor | 2.0828 | 1.0526 | 2.7735 | 0.7655 | 1.1087 | 0.6934 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 65 | 26 | 39 | 50 | 22 | 28 |
Losing Trades | 18 | 16 | 2 | 33 | 20 | 13 |
Profitability (%) | 78.3133 | 61.9048 | 95.122 | 60.241 | 52.381 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.5768 | 0.6478 | 0.1422 | 0.5052 | 1.008 | 0.322 |
Largest Winning Trade | 26121 | 12648 | 26121 | 86509 | 31889 | 86509 |
Largest Losing Trade | -106366 | -28745 | -106366 | -624523 | -52836 | -624523 |
Avg Bars in Trades | 64 | 11 | 118 | 64 | 11 | 118 |
Avg Bars in Winners | 61 | 5 | 99 | 42 | 10 | 67 |
Avg Bars in Losers | 75 | 21 | 506 | 98 | 13 | 228 |
Bars Traded | 5376 | 500 | 4876 | 5376 | 500 | 4876 |
Profit Streak | 172.2662 | 172.2662 | 535.5162 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 11 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410690 | -516184 | 420026 | -580450 | -285707 | -578370 |
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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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