Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266710.3647 | 87839.0034 | 178871.3613 | -8861.41 | 692367.5046 | -701228.9145 |
Total P&L (%) | 266.7104 | 87.839 | 178.8714 | -8.8614 | 692.3675 | -701.2289 |
Avg Daily Profit (%) | 0.1799 | 0.0593 | 0.1207 | -0.0063 | 0.1397 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -391412 | -162002 | -269045 | -1654198 | -380754 | -1672089 |
Profit Factor | 1.3003 | 1.2395 | 1.343 | 0.9971 | 1.8147 | 0.6849 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 57.672 | 54.7368 | 60.6383 | 57.672 | 54.7368 | 60.6383 |
Ratio Avg Win / Avg Loss | 0.9543 | 1.025 | 0.8718 | 0.7318 | 1.5006 | 0.4446 |
Largest Winning Trade | 41077 | 36332 | 41077 | 443007 | 443007 | 365984 |
Largest Losing Trade | -82399 | -31099 | -82399 | -1329300 | -239386 | -1329300 |
Avg Bars in Trades | 23 | 14 | 32 | 23 | 14 | 32 |
Avg Bars in Winners | 18 | 10 | 25 | 18 | 10 | 25 |
Avg Bars in Losers | 30 | 19 | 42 | 30 | 19 | 42 |
Bars Traded | 4390 | 1368 | 3022 | 4390 | 1368 | 3022 |
Profit Streak | 16.2474 | 25.2474 | 16.2474 | 16.2474 | 25.2474 | 16.2474 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346057 | -112468 | -31582 | -577033 | -1021 | -579126 |
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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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