Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 37660.3082 | 168385.6748 | -130725.3665 | -515725.3044 | 2408011.2681 | -2923736.5725 |
Total P&L (%) | 37.6603 | 168.3857 | -130.7254 | -515.7253 | 2408.0113 | -2923.7366 |
Avg Daily Profit (%) | 0.0194 | 0.0868 | -0.0673 | 0 | 0.1661 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -394036 | -152056 | -287076 | -2514211 | -183713 | -3277732 |
Profit Factor | 1.0565 | 1.6486 | 0.6784 | 0.8868 | 4.5332 | 0.245 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 15 | 18 | 30 | 17 | 13 |
Losing Trades | 28 | 16 | 12 | 31 | 14 | 17 |
Profitability (%) | 54.0984 | 48.3871 | 60 | 49.1803 | 54.8387 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.8965 | 1.7585 | 0.4523 | 0.9163 | 3.7332 | 0.3204 |
Largest Winning Trade | 185830 | 185830 | 44352 | 696650 | 696650 | 294641 |
Largest Losing Trade | -274710 | -48905 | -274710 | -2514211 | -110703 | -2514211 |
Avg Bars in Trades | 59 | 74 | 44 | 59 | 74 | 44 |
Avg Bars in Winners | 35 | 39 | 32 | 74 | 102 | 37 |
Avg Bars in Losers | 88 | 107 | 62 | 45 | 39 | 50 |
Bars Traded | 3634 | 2299 | 1335 | 3634 | 2299 | 1335 |
Profit Streak | 0 | 0 | 272.5185 | 4.0185 | 32.5185 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -494835 | -74682 | -578179 | -747299 | 587842 | -583418 |
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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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