Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429500.351 | 310182.1708 | 119318.1801 | 347769.8623 | -527930.4835 | 875700.3458 |
Total P&L (%) | 429.5004 | 310.1822 | 119.3182 | 347.7699 | -527.9305 | 875.7003 |
Avg Daily Profit (%) | 0.1971 | 0.1424 | 0.0548 | 0.0688 | 0 | 0.1046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103953 | -137875 | -49338 | -1574127 | -1803144 | -127582 |
Profit Factor | 1.9161 | 1.8575 | 2.114 | 1.103 | 0.8176 | 2.8233 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 56.4706 | 50 | 62.7907 | 56.4706 | 50 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.477 | 1.8575 | 1.2527 | 0.8503 | 0.8176 | 1.6731 |
Largest Winning Trade | 167801 | 167801 | 32626 | 528643 | 528643 | 319526 |
Largest Losing Trade | -59245 | -59245 | -20188 | -785712 | -785712 | -116952 |
Avg Bars in Trades | 47 | 90 | 6 | 47 | 90 | 6 |
Avg Bars in Winners | 35 | 71 | 6 | 35 | 71 | 6 |
Avg Bars in Losers | 64 | 108 | 5 | 64 | 108 | 5 |
Bars Traded | 4060 | 3784 | 277 | 4060 | 3784 | 277 |
Profit Streak | 149.7849 | 149.7849 | 316.2849 | 149.7849 | 149.7849 | 316.2849 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451487 | 40953 | -113533 | -207474 | -580160 | -44184 |
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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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