Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216190.8059 | 323945.5699 | -107754.764 | 6297.732 | -425978.0809 | 432275.813 |
Total P&L (%) | 216.1908 | 323.9456 | -107.7548 | 6.2977 | -425.9781 | 432.2758 |
Avg Daily Profit (%) | 0.116 | 0.1739 | -0.0578 | 0.0033 | 0 | 0.0898 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -273056 | -175349 | -275450 | -3063322 | -2296991 | -919916 |
Profit Factor | 1.2416 | 1.8911 | 0.7971 | 1.0013 | 0.8482 | 1.2033 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 49 | 22 | 27 | 47 | 21 | 26 |
Losing Trades | 36 | 20 | 16 | 38 | 21 | 17 |
Profitability (%) | 57.6471 | 52.381 | 62.7907 | 55.2941 | 50 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.9122 | 1.7192 | 0.4724 | 0.8095 | 0.8482 | 0.7867 |
Largest Winning Trade | 152277 | 152277 | 36119 | 904109 | 518254 | 904109 |
Largest Losing Trade | -160423 | -62865 | -160423 | -1406170 | -1406170 | -767827 |
Avg Bars in Trades | 62 | 77 | 47 | 62 | 77 | 47 |
Avg Bars in Winners | 39 | 49 | 31 | 43 | 52 | 35 |
Avg Bars in Losers | 93 | 108 | 75 | 86 | 102 | 66 |
Bars Traded | 5308 | 3247 | 2061 | 5308 | 3247 | 2061 |
Profit Streak | 63.8219 | 95.1552 | 63.8219 | 63.8219 | 95.1552 | 63.8219 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37855 | 428360 | -578509 | -573116 | -580175 | -73317 |
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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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