Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280105.1362 | 15959.9694 | 264145.1668 | -388493.2554 | -533055.4338 | 144562.1784 |
Total P&L (%) | 280.1051 | 15.96 | 264.1452 | -388.4933 | -533.0554 | 144.5622 |
Avg Daily Profit (%) | 0.1839 | 0.0105 | 0.1734 | 0 | 0 | 0.0587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174425 | -74046 | -113238 | -1959511 | -733565 | -1273821 |
Profit Factor | 1.8052 | 1.1303 | 2.172 | 0.8683 | 0.4755 | 1.0748 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 55 | 24 | 31 | 43 | 16 | 27 |
Losing Trades | 29 | 18 | 11 | 41 | 26 | 15 |
Profitability (%) | 65.4762 | 57.1429 | 73.8095 | 51.1905 | 38.0952 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.9518 | 0.8477 | 0.7707 | 0.8279 | 0.7726 | 0.5971 |
Largest Winning Trade | 41871 | 20653 | 41871 | 301132 | 88187 | 301132 |
Largest Losing Trade | -113238 | -22151 | -113238 | -915776 | -370156 | -915776 |
Avg Bars in Trades | 69 | 29 | 110 | 69 | 29 | 110 |
Avg Bars in Winners | 52 | 25 | 73 | 69 | 31 | 92 |
Avg Bars in Losers | 102 | 34 | 213 | 69 | 27 | 142 |
Bars Traded | 5857 | 1229 | 4628 | 5857 | 1229 | 4628 |
Profit Streak | 58.0347 | 117.2847 | 58.0347 | 0 | 0 | 0 |
Trades During Streak | 2 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418215 | -264663 | 447785 | -580399 | -585086 | -252552 |
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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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