Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149510.5741 | 340365.9325 | -190855.3584 | -411733.6622 | 393428.5219 | -805162.1841 |
Total P&L (%) | 149.5106 | 340.3659 | -190.8554 | -411.7337 | 393.4285 | -805.1622 |
Avg Daily Profit (%) | 0.0924 | 0.2104 | -0.118 | 0 | 0.0987 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -500604 | -91476 | -430889 | -1189790 | -190157 | -1347146 |
Profit Factor | 1.1672 | 2.369 | 0.7043 | 0.8355 | 1.7538 | 0.5936 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 43 | 24 | 19 | 37 | 17 | 20 |
Losing Trades | 36 | 15 | 21 | 42 | 22 | 20 |
Profitability (%) | 54.4304 | 61.5385 | 47.5 | 46.8354 | 43.5897 | 50 |
Ratio Avg Win / Avg Loss | 0.9772 | 1.4806 | 0.7784 | 0.9484 | 2.2696 | 0.5936 |
Largest Winning Trade | 239207 | 239207 | 62405 | 326001 | 229170 | 326001 |
Largest Losing Trade | -287918 | -41891 | -287918 | -838161 | -118044 | -838161 |
Avg Bars in Trades | 234 | 191 | 277 | 234 | 191 | 277 |
Avg Bars in Winners | 286 | 211 | 380 | 201 | 206 | 198 |
Avg Bars in Losers | 173 | 160 | 183 | 264 | 180 | 356 |
Bars Traded | 18564 | 7475 | 11088 | 18564 | 7475 | 11088 |
Profit Streak | 505.0536 | 505.1369 | 505.0536 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137567 | 475611 | -581137 | -613286 | -60350 | -580749 |
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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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