Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163989.6369 | -69903.3778 | 233893.0147 | -521805.5262 | -211048.5178 | -310757.0084 |
Total P&L (%) | 163.9896 | -69.9034 | 233.893 | -521.8055 | -211.0485 | -310.757 |
Avg Daily Profit (%) | 0.1076 | -0.0459 | 0.1534 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192730 | -89499 | -143239 | -815369 | -218743 | -687045 |
Profit Factor | 1.4526 | 0.5747 | 2.1817 | 0.5636 | 0.4586 | 0.6143 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 53 | 21 | 32 | 30 | 16 | 14 |
Losing Trades | 24 | 18 | 6 | 47 | 23 | 24 |
Profitability (%) | 68.8312 | 53.8462 | 84.2105 | 38.961 | 41.0256 | 36.8421 |
Ratio Avg Win / Avg Loss | 0.6578 | 0.4926 | 0.4091 | 0.8829 | 0.6593 | 1.0531 |
Largest Winning Trade | 36977 | 12651 | 36977 | 66673 | 24698 | 66673 |
Largest Losing Trade | -139466 | -36748 | -139466 | -344776 | -102983 | -344776 |
Avg Bars in Trades | 68 | 8 | 130 | 68 | 8 | 130 |
Avg Bars in Winners | 53 | 4 | 85 | 60 | 8 | 119 |
Avg Bars in Losers | 101 | 12 | 369 | 73 | 8 | 136 |
Bars Traded | 5263 | 323 | 4940 | 5263 | 323 | 4940 |
Profit Streak | 170.0136 | 170.0136 | 256.0136 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 10 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92597 | -579399 | 519080 | -631348 | -583969 | -584215 |
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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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