Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340335.2058 | 389116.5998 | -48781.394 | -104848.0608 | 58284.518 | -163132.5788 |
Total P&L (%) | 340.3352 | 389.1166 | -48.7814 | -104.8481 | 58.2845 | -163.1326 |
Avg Daily Profit (%) | 0.1754 | 0.2005 | -0.0251 | 0 | 0.0237 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225224 | -43319 | -305713 | -141324 | -10921 | -162155 |
Profit Factor | 1.4029 | 3.2265 | 0.9272 | 0.556 | 3.1401 | 0.2191 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 66 | 33 | 33 | 59 | 33 | 26 |
Losing Trades | 61 | 31 | 30 | 68 | 31 | 37 |
Profitability (%) | 51.9685 | 51.5625 | 52.381 | 46.4567 | 51.5625 | 41.2698 |
Ratio Avg Win / Avg Loss | 1.2966 | 3.0309 | 0.8429 | 0.6408 | 2.9498 | 0.3118 |
Largest Winning Trade | 124700 | 124700 | 61130 | 34513 | 34513 | 25941 |
Largest Losing Trade | -186870 | -17689 | -186870 | -128987 | -10921 | -128987 |
Avg Bars in Trades | 59 | 17 | 102 | 59 | 17 | 102 |
Avg Bars in Winners | 82 | 21 | 143 | 39 | 17 | 67 |
Avg Bars in Losers | 34 | 12 | 56 | 77 | 17 | 127 |
Bars Traded | 7562 | 1105 | 6457 | 7562 | 1105 | 6457 |
Profit Streak | 0 | 0 | 0 | 49.292 | 49.292 | 51.292 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313750 | -124907 | -727149 | -580829 | -294166 | -730567 |
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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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