Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601266.7112 | 570296.034 | 30970.6773 | -80852.9012 | -473681.1959 | 392828.2947 |
Total P&L (%) | 601.2667 | 570.296 | 30.9707 | -80.8529 | -473.6812 | 392.8283 |
Avg Daily Profit (%) | 0.4044 | 0.3836 | 0.0208 | -0.1111 | 0 | 0.1073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207110 | -201552 | -144706 | -1135893 | -1298705 | -256647 |
Profit Factor | 1.6944 | 2.1342 | 1.0853 | 0.9591 | 0.6953 | 1.9319 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 53.4483 | 44.8276 | 62.069 | 53.4483 | 44.8276 | 62.069 |
Ratio Avg Win / Avg Loss | 1.4758 | 2.6267 | 0.6632 | 0.8353 | 0.8558 | 1.1806 |
Largest Winning Trade | 623635 | 623635 | 42354 | 639895 | 639895 | 201543 |
Largest Losing Trade | -72573 | -61498 | -72573 | -684583 | -684583 | -100813 |
Avg Bars in Trades | 74 | 100 | 48 | 74 | 100 | 48 |
Avg Bars in Winners | 68 | 89 | 53 | 68 | 89 | 53 |
Avg Bars in Losers | 81 | 109 | 40 | 81 | 109 | 40 |
Bars Traded | 8664 | 5852 | 2812 | 8664 | 5852 | 2812 |
Profit Streak | 43.8893 | 184.2227 | 43.8893 | 43.8893 | 184.2227 | 43.8893 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508884 | -166962 | -473920 | -578526 | -761406 | -224626 |
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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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