Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413272.0659 | 369993.2069 | 43278.859 | -112722.0726 | 566276.9909 | -678999.0635 |
Total P&L (%) | 413.2721 | 369.9932 | 43.2789 | -112.7221 | 566.277 | -678.9991 |
Avg Daily Profit (%) | 0.2172 | 0.1945 | 0.0228 | 0 | 0.0997 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225350 | -87173 | -233423 | -790156 | -75438 | -853167 |
Profit Factor | 1.5467 | 2.1587 | 1.0991 | 0.9014 | 4.0775 | 0.2921 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 50 | 27 | 23 | 53 | 29 | 24 |
Losing Trades | 43 | 20 | 23 | 40 | 18 | 22 |
Profitability (%) | 53.7634 | 57.4468 | 50 | 56.9892 | 61.7021 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.3302 | 1.599 | 1.0991 | 0.6803 | 2.5309 | 0.2678 |
Largest Winning Trade | 240486 | 240486 | 66934 | 219618 | 219618 | 65232 |
Largest Losing Trade | -110434 | -43772 | -110434 | -762686 | -75438 | -762686 |
Avg Bars in Trades | 59 | 42 | 76 | 59 | 42 | 76 |
Avg Bars in Winners | 73 | 46 | 106 | 45 | 34 | 58 |
Avg Bars in Losers | 42 | 37 | 47 | 78 | 55 | 96 |
Bars Traded | 5541 | 2006 | 3534 | 5541 | 2006 | 3534 |
Profit Streak | 491.0508 | 491.0508 | 507.3841 | 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 | 398028 | 479208 | -275231 | -579623 | -50679 | -580422 |
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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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