Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271478.697 | 286094.4189 | -14615.7219 | -246264.0609 | 167096.5103 | -413360.5712 |
Total P&L (%) | 271.4787 | 286.0944 | -14.6157 | -246.2641 | 167.0965 | -413.3606 |
Avg Daily Profit (%) | 0.1458 | 0.1536 | -0.0078 | 0 | 0.0528 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194840 | -111071 | -197419 | -1003383 | -266329 | -823598 |
Profit Factor | 1.3514 | 1.8205 | 0.9655 | 0.889 | 1.1998 | 0.7008 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 59 | 29 | 30 | 55 | 26 | 29 |
Losing Trades | 28 | 14 | 14 | 32 | 17 | 15 |
Profitability (%) | 67.8161 | 67.4419 | 68.1818 | 63.2184 | 60.4651 | 65.9091 |
Ratio Avg Win / Avg Loss | 0.6413 | 0.8789 | 0.4506 | 0.5172 | 0.7845 | 0.3625 |
Largest Winning Trade | 80598 | 80598 | 45063 | 173495 | 137487 | 173495 |
Largest Losing Trade | -145383 | -68393 | -145383 | -797217 | -170152 | -797217 |
Avg Bars in Trades | 82 | 90 | 74 | 82 | 90 | 74 |
Avg Bars in Winners | 52 | 56 | 48 | 69 | 74 | 65 |
Avg Bars in Losers | 146 | 162 | 130 | 105 | 116 | 92 |
Bars Traded | 7194 | 3912 | 3282 | 7194 | 3912 | 3282 |
Profit Streak | 17.6994 | 0 | 61.4494 | 0 | 50.1994 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 131676 | 367648 | -577387 | -578554 | -122880 | -578657 |
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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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