Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343846.965 | 170483.4115 | 173363.5535 | -1868143.2759 | 178305.5574 | -2046448.8333 |
Total P&L (%) | 343.847 | 170.4834 | 173.3636 | -1868.1433 | 178.3056 | -2046.4488 |
Avg Daily Profit (%) | 0.1809 | 0.0897 | 0.0912 | 0 | 0.0539 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171611 | -67840 | -181877 | -3153270 | -1070889 | -3289516 |
Profit Factor | 1.6079 | 1.9795 | 1.4427 | 0.7545 | 1.0668 | 0.5857 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 127 | 56 | 71 | 44 | 28 | 16 |
Losing Trades | 30 | 23 | 7 | 113 | 51 | 62 |
Profitability (%) | 80.8917 | 70.8861 | 91.0256 | 28.0255 | 35.443 | 20.5128 |
Ratio Avg Win / Avg Loss | 0.3798 | 0.813 | 0.1422 | 1.9377 | 1.9431 | 2.2697 |
Largest Winning Trade | 28125 | 25679 | 28125 | 1718032 | 1718032 | 1125260 |
Largest Losing Trade | -170328 | -67840 | -170328 | -789286 | -274081 | -789286 |
Avg Bars in Trades | 23 | 14 | 32 | 23 | 14 | 32 |
Avg Bars in Winners | 14 | 7 | 18 | 39 | 24 | 64 |
Avg Bars in Losers | 63 | 31 | 169 | 17 | 9 | 24 |
Bars Traded | 3684 | 1161 | 2523 | 3684 | 1161 | 2523 |
Profit Streak | 105.3389 | 105.3389 | 287.3389 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 14 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523693 | -94557 | -99546 | -593380 | -299266 | -662049 |
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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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