Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641355.5953 | 558990.3931 | 82365.2022 | 91771.578 | 738316.9099 | -646545.3319 |
Total P&L (%) | 641.3556 | 558.9904 | 82.3652 | 91.7716 | 738.3169 | -646.5453 |
Avg Daily Profit (%) | 0.3985 | 0.3474 | 0.0512 | 0.0405 | 0.1322 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152427 | -138624 | -122753 | -1101155 | -743657 | -868287 |
Profit Factor | 1.7269 | 2.218 | 1.1945 | 1.0252 | 1.4457 | 0.6747 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 75 | 31 | 44 | 75 | 31 | 44 |
Losing Trades | 93 | 53 | 40 | 93 | 53 | 40 |
Profitability (%) | 44.6429 | 36.9048 | 52.381 | 44.6429 | 36.9048 | 52.381 |
Ratio Avg Win / Avg Loss | 2.1414 | 3.792 | 1.086 | 1.2712 | 2.4716 | 0.6134 |
Largest Winning Trade | 380287 | 380287 | 61780 | 931133 | 931133 | 259170 |
Largest Losing Trade | -58868 | -34528 | -58868 | -469423 | -253051 | -469423 |
Avg Bars in Trades | 37 | 30 | 44 | 37 | 30 | 44 |
Avg Bars in Winners | 53 | 49 | 55 | 53 | 49 | 55 |
Avg Bars in Losers | 25 | 19 | 33 | 25 | 19 | 33 |
Bars Traded | 6338 | 2562 | 3777 | 6338 | 2562 | 3777 |
Profit Streak | 17.7542 | 0 | 29.5042 | 17.7542 | 0 | 29.5042 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445347 | 291463 | -130568 | -332310 | -19442 | -580258 |
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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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