Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67326.0801 | 220488.3053 | -153162.2252 | -761793.4281 | -532491.1862 | -229302.2419 |
Total P&L (%) | 67.3261 | 220.4883 | -153.1622 | -761.7934 | -532.4912 | -229.3022 |
Avg Daily Profit (%) | 0.054 | 0.177 | -0.123 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100848 | -57522 | -96537 | -586551 | -568756 | -364503 |
Profit Factor | 1.0791 | 1.9276 | 0.7505 | 0.6929 | 0.5251 | 0.8313 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 101 | 51 | 50 | 62 | 31 | 31 |
Losing Trades | 63 | 31 | 32 | 102 | 51 | 51 |
Profitability (%) | 61.5854 | 62.1951 | 60.9756 | 37.8049 | 37.8049 | 37.8049 |
Ratio Avg Win / Avg Loss | 0.6731 | 1.1717 | 0.4803 | 1.1399 | 0.8639 | 1.3676 |
Largest Winning Trade | 46559 | 33628 | 46559 | 353352 | 92076 | 353352 |
Largest Losing Trade | -275960 | -28203 | -275960 | -275960 | -100106 | -275960 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 15 | 18 | 12 | 29 | 32 | 26 |
Avg Bars in Losers | 31 | 32 | 30 | 16 | 18 | 15 |
Bars Traded | 3555 | 1950 | 1605 | 3555 | 1950 | 1605 |
Profit Streak | 39.8996 | 87.5663 | 39.8996 | 0 | 0 | 0 |
Trades During Streak | 5 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -251966 | 326106 | -582270 | -582716 | -589700 | -588034 |
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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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