Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1100890.504 | 1121633.9292 | -20743.4252 | -30176.3774 | -21303.2859 | -8873.0915 |
Total P&L (%) | 1100.8905 | 1121.6339 | -20.7434 | -30.1764 | -21.3033 | -8.8731 |
Avg Daily Profit (%) | 0.467 | 0.4758 | -0.0088 | -0.0152 | -0.0102 | -0.0039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134061 | -73686 | -186299 | -181036 | -150271 | -150213 |
Profit Factor | 2.5845 | 5.1658 | 0.9513 | 0.9623 | 0.9331 | 0.9816 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 42.3529 | 39.5349 | 45.2381 | 42.3529 | 39.5349 | 45.2381 |
Ratio Avg Win / Avg Loss | 3.5178 | 7.9007 | 1.1515 | 1.3097 | 1.4271 | 1.1882 |
Largest Winning Trade | 1164627 | 1164627 | 64246 | 134846 | 134846 | 95390 |
Largest Losing Trade | -66742 | -32867 | -66742 | -82215 | -38889 | -82215 |
Avg Bars in Trades | 51 | 38 | 65 | 51 | 38 | 65 |
Avg Bars in Winners | 81 | 61 | 100 | 81 | 61 | 100 |
Avg Bars in Losers | 29 | 22 | 37 | 29 | 22 | 37 |
Bars Traded | 4400 | 1638 | 2762 | 4400 | 1638 | 2762 |
Profit Streak | 12.3165 | 41.3165 | 0 | 12.3165 | 41.3165 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472303 | 534316 | -580919 | -581239 | -582580 | -580919 |
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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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