Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575613.2649 | 454180.2374 | 121433.0274 | 85151.5012 | -624314.292 | 709465.7932 |
Total P&L (%) | 575.6133 | 454.1802 | 121.433 | 85.1515 | -624.3143 | 709.4658 |
Avg Daily Profit (%) | 0.3183 | 0.2512 | 0.0672 | 0.0341 | 0 | 0.1157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142762 | -123924 | -87723 | -1977898 | -1348860 | -902936 |
Profit Factor | 2.0483 | 2.634 | 1.4479 | 1.0199 | 0.6917 | 1.3153 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 43.617 | 36.1702 | 51.0638 | 43.617 | 36.1702 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.6478 | 4.6483 | 1.3875 | 1.3184 | 1.2206 | 1.2605 |
Largest Winning Trade | 569975 | 569975 | 68709 | 857272 | 628972 | 857272 |
Largest Losing Trade | -36809 | -24730 | -36809 | -678238 | -314192 | -678238 |
Avg Bars in Trades | 55 | 40 | 71 | 55 | 40 | 71 |
Avg Bars in Winners | 81 | 56 | 99 | 81 | 56 | 99 |
Avg Bars in Losers | 35 | 30 | 42 | 35 | 30 | 42 |
Bars Traded | 5263 | 1888 | 3374 | 5263 | 1888 | 3374 |
Profit Streak | 0 | 0 | 14.267 | 0 | 0 | 14.267 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385586 | 280259 | -101470 | -348229 | -584408 | -37119 |
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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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