Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585221.0574 | 571568.9379 | 13652.1195 | 94893.0742 | 628148.594 | -533255.5198 |
Total P&L (%) | 585.2211 | 571.5689 | 13.6521 | 94.8931 | 628.1486 | -533.2555 |
Avg Daily Profit (%) | 0.296 | 0.2891 | 0.0069 | 0.0338 | 0.1005 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223170 | -212367 | -44677 | -2179324 | -1821034 | -701417 |
Profit Factor | 2.0095 | 2.2203 | 1.1227 | 1.0176 | 1.1437 | 0.4697 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Losing Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Profitability (%) | 64.486 | 69.8113 | 59.2593 | 64.486 | 69.8113 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.1067 | 0.9601 | 0.7718 | 0.5604 | 0.4946 | 0.3229 |
Largest Winning Trade | 174079 | 174079 | 12517 | 1030054 | 1030054 | 91991 |
Largest Losing Trade | -84680 | -84680 | -18952 | -1582016 | -1582016 | -367303 |
Avg Bars in Trades | 51 | 101 | 2 | 51 | 101 | 2 |
Avg Bars in Winners | 29 | 52 | 2 | 29 | 52 | 2 |
Avg Bars in Losers | 92 | 216 | 2 | 92 | 216 | 2 |
Bars Traded | 5538 | 5399 | 139 | 5538 | 5399 | 139 |
Profit Streak | 584.6761 | 595.3428 | 584.6761 | 584.6761 | 595.3428 | 584.6761 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528725 | -165906 | -501011 | -347454 | -298703 | -758771 |
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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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