Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426643.629 | 261460.5822 | 165183.0467 | 388558.1112 | -534631.6041 | 923189.7153 |
Total P&L (%) | 426.6436 | 261.4606 | 165.183 | 388.5581 | -534.6316 | 923.1897 |
Avg Daily Profit (%) | 0.2244 | 0.1375 | 0.0869 | 0.0835 | 0 | 0.1224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78799 | -100191 | -73267 | -1011229 | -1259564 | -220248 |
Profit Factor | 2.0183 | 1.8815 | 2.35 | 1.1309 | 0.7847 | 2.9049 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 30 | 21 | 9 | 30 | 21 | 9 |
Profitability (%) | 64.7059 | 50 | 79.0698 | 64.7059 | 50 | 79.0698 |
Ratio Avg Win / Avg Loss | 1.1009 | 1.8815 | 0.6221 | 0.6169 | 0.7847 | 0.7689 |
Largest Winning Trade | 137437 | 137437 | 38733 | 395784 | 395784 | 325831 |
Largest Losing Trade | -71110 | -71110 | -41955 | -887110 | -887110 | -146535 |
Avg Bars in Trades | 61 | 107 | 17 | 61 | 107 | 17 |
Avg Bars in Winners | 36 | 73 | 14 | 36 | 73 | 14 |
Avg Bars in Losers | 107 | 140 | 31 | 107 | 140 | 31 |
Bars Traded | 5255 | 4495 | 760 | 5255 | 4495 | 760 |
Profit Streak | 25.6029 | 0 | 84.9362 | 25.6029 | 0 | 84.9362 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486266 | -5871 | -70234 | -156756 | -580734 | -21412 |
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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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