Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 27312.0336 | 63826.9426 | -36514.909 | 3285461.8376 | -1318564.2388 | 4604026.0764 |
Total P&L (%) | 27.312 | 63.8269 | -36.5149 | 3285.4618 | -1318.5642 | 4604.0261 |
Avg Daily Profit (%) | 0.0201 | 0.047 | -0.0269 | 0.2595 | 0 | 0.2838 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -309410 | -34186 | -327328 | -3175518 | -1547259 | -2305737 |
Profit Factor | 1.0443 | 1.5209 | 0.9261 | 1.3746 | 0.6037 | 1.8459 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 85 | 35 | 50 | 73 | 30 | 43 |
Losing Trades | 40 | 28 | 12 | 52 | 33 | 19 |
Profitability (%) | 68 | 55.5556 | 80.6452 | 58.4 | 47.619 | 69.3548 |
Ratio Avg Win / Avg Loss | 0.4914 | 1.2167 | 0.2223 | 0.9792 | 0.664 | 0.8156 |
Largest Winning Trade | 33453 | 33453 | 30373 | 3595818 | 333427 | 3595818 |
Largest Losing Trade | -259664 | -16129 | -259664 | -2264969 | -794000 | -2264969 |
Avg Bars in Trades | 38 | 2 | 76 | 38 | 2 | 76 |
Avg Bars in Winners | 19 | 1 | 31 | 30 | 1 | 50 |
Avg Bars in Losers | 80 | 2 | 261 | 50 | 2 | 133 |
Bars Traded | 4857 | 137 | 4720 | 4857 | 137 | 4720 |
Profit Streak | 0 | 0 | 122.1876 | 0 | 0 | 122.1876 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -340147 | -274844 | -729655 | 318238 | -728106 | -140841 |
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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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