Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253986.1994 | 334007.5095 | -80021.3102 | -78141.745 | 238092.1582 | -316233.9032 |
Total P&L (%) | 253.9862 | 334.0075 | -80.0213 | -78.1417 | 238.0922 | -316.2339 |
Avg Daily Profit (%) | 0.2058 | 0.2706 | -0.0648 | -0.1231 | 0.0987 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -322488 | -178537 | -170156 | -1120470 | -542490 | -607994 |
Profit Factor | 1.3712 | 1.968 | 0.7641 | 0.9714 | 1.1792 | 0.7741 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 41.8605 | 39.5349 | 44.186 | 41.8605 | 39.5349 | 44.186 |
Ratio Avg Win / Avg Loss | 1.9044 | 3.0099 | 0.9652 | 1.3491 | 1.8035 | 0.9778 |
Largest Winning Trade | 379698 | 379698 | 35931 | 528159 | 528159 | 246435 |
Largest Losing Trade | -42211 | -30628 | -42211 | -219307 | -194069 | -219307 |
Avg Bars in Trades | 83 | 88 | 78 | 83 | 88 | 78 |
Avg Bars in Winners | 118 | 143 | 96 | 118 | 143 | 96 |
Avg Bars in Losers | 58 | 52 | 63 | 58 | 52 | 63 |
Bars Traded | 7161 | 3805 | 3357 | 7161 | 3805 | 3357 |
Profit Streak | 29.1869 | 29.1869 | 47.5203 | 29.1869 | 29.1869 | 47.5203 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 281883 | 305432 | -581999 | -580581 | -86929 | -581999 |
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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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