Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202603.8715 | -26664.2183 | 229268.0898 | -205180.0248 | -154822.8018 | -50357.223 |
Total P&L (%) | 202.6039 | -26.6642 | 229.2681 | -205.18 | -154.8228 | -50.3572 |
Avg Daily Profit (%) | 0.1329 | -0.0175 | 0.1503 | 0 | 0 | -0.0459 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127351 | -37097 | -121924 | -955325 | -165736 | -935075 |
Profit Factor | 1.6196 | 0.5908 | 1.8757 | 0.8628 | 0.2675 | 0.9608 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 41 | 14 | 27 | 36 | 15 | 21 |
Losing Trades | 34 | 24 | 10 | 39 | 23 | 16 |
Profitability (%) | 54.6667 | 36.8421 | 72.973 | 48 | 39.4737 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.3431 | 1.0128 | 0.6947 | 0.9347 | 0.4101 | 0.732 |
Largest Winning Trade | 58021 | 7252 | 58021 | 186949 | 10097 | 186949 |
Largest Losing Trade | -110849 | -8682 | -110849 | -887312 | -41120 | -887312 |
Avg Bars in Trades | 119 | 3 | 237 | 119 | 3 | 237 |
Avg Bars in Winners | 129 | 3 | 194 | 152 | 3 | 258 |
Avg Bars in Losers | 106 | 3 | 354 | 88 | 3 | 211 |
Bars Traded | 8937 | 135 | 8802 | 8937 | 135 | 8802 |
Profit Streak | 0 | 0 | 0 | 100.228 | 100.228 | 100.8947 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74106 | -583937 | 394654 | -641875 | -584020 | -579336 |
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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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