Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326514.5129 | 187837.6039 | 138676.9089 | -5638968.0617 | 34701.4548 | -5673669.5165 |
Total P&L (%) | 326.5145 | 187.8376 | 138.6769 | -5638.9681 | 34.7015 | -5673.6695 |
Avg Daily Profit (%) | 0.1704 | 0.098 | 0.0724 | 0 | 0.0155 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196544 | -53451 | -196544 | -5830309 | -1511275 | -5729790 |
Profit Factor | 1.7005 | 1.9503 | 1.5166 | 0.5668 | 1.0062 | 0.2336 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 74 | 36 | 38 | 31 | 18 | 13 |
Losing Trades | 27 | 15 | 12 | 70 | 33 | 37 |
Profitability (%) | 73.2673 | 70.5882 | 76 | 30.6931 | 35.2941 | 26 |
Ratio Avg Win / Avg Loss | 0.6204 | 0.8126 | 0.4789 | 1.2798 | 1.8447 | 0.665 |
Largest Winning Trade | 42280 | 42280 | 35607 | 2298903 | 2298903 | 920140 |
Largest Losing Trade | -196544 | -47036 | -196544 | -935659 | -820968 | -935659 |
Avg Bars in Trades | 52 | 63 | 41 | 52 | 63 | 41 |
Avg Bars in Winners | 26 | 28 | 25 | 100 | 132 | 57 |
Avg Bars in Losers | 123 | 149 | 90 | 31 | 26 | 35 |
Bars Traded | 5327 | 3260 | 2067 | 5327 | 3260 | 2067 |
Profit Streak | 79.6573 | 79.6573 | 330.3239 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467154 | -237159 | -271836 | -586350 | -573160 | -786518 |
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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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