Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377209.9454 | 175306.8469 | 201903.0985 | -2296613.0081 | -855587.7096 | -1441025.2985 |
Total P&L (%) | 377.2099 | 175.3068 | 201.9031 | -2296.613 | -855.5877 | -1441.0253 |
Avg Daily Profit (%) | 0.3691 | 0.1715 | 0.1976 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141582 | -50499 | -141779 | -3061946 | -1139244 | -2118879 |
Profit Factor | 1.773 | 1.8566 | 1.7126 | 0.529 | 0.5927 | 0.4807 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 74 | 30 | 44 | 52 | 28 | 24 |
Losing Trades | 50 | 32 | 18 | 72 | 34 | 38 |
Profitability (%) | 59.6774 | 48.3871 | 70.9677 | 41.9355 | 45.1613 | 38.7097 |
Ratio Avg Win / Avg Loss | 1.198 | 1.9803 | 0.7006 | 0.7324 | 0.7197 | 0.7611 |
Largest Winning Trade | 69561 | 69561 | 33651 | 516629 | 419869 | 516629 |
Largest Losing Trade | -139858 | -45222 | -139858 | -875743 | -875743 | -544361 |
Avg Bars in Trades | 30 | 24 | 35 | 30 | 24 | 35 |
Avg Bars in Winners | 26 | 13 | 34 | 32 | 33 | 31 |
Avg Bars in Losers | 35 | 34 | 38 | 28 | 17 | 38 |
Bars Traded | 3728 | 1506 | 2222 | 3728 | 1506 | 2222 |
Profit Streak | 23.6162 | 59.3662 | 23.6162 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501627 | -142651 | -142848 | -583585 | -736562 | -739626 |
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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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