Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772453.5458 | 649909.3175 | 122544.2283 | -16461.5763 | 1404863.5191 | -1421325.0954 |
Total P&L (%) | 772.4535 | 649.9093 | 122.5442 | -16.4616 | 1404.8635 | -1421.3251 |
Avg Daily Profit (%) | 0.5221 | 0.4393 | 0.0828 | -0.0122 | 0.1834 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233475 | -154961 | -165959 | -3940237 | -1459958 | -4556602 |
Profit Factor | 1.6745 | 2.0665 | 1.2287 | 0.9986 | 1.3014 | 0.7933 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 95 | 42 | 53 | 95 | 42 | 53 |
Losing Trades | 109 | 60 | 49 | 109 | 60 | 49 |
Profitability (%) | 46.5686 | 41.1765 | 51.9608 | 46.5686 | 41.1765 | 51.9608 |
Ratio Avg Win / Avg Loss | 1.9213 | 2.9521 | 1.136 | 1.1457 | 1.8592 | 0.7335 |
Largest Winning Trade | 615514 | 615514 | 34304 | 1232761 | 1232761 | 449304 |
Largest Losing Trade | -83285 | -33603 | -83285 | -2274187 | -532501 | -2274187 |
Avg Bars in Trades | 85 | 92 | 79 | 85 | 92 | 79 |
Avg Bars in Winners | 102 | 111 | 94 | 102 | 111 | 94 |
Avg Bars in Losers | 71 | 79 | 62 | 71 | 79 | 62 |
Bars Traded | 17492 | 9418 | 8074 | 17492 | 9418 | 8074 |
Profit Streak | 9.4918 | 0 | 10.5751 | 9.4918 | 0 | 10.5751 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517028 | 370706 | -82103 | -578712 | 193889 | -580155 |
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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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