Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351009.0994 | 424314.9209 | -73305.8215 | -178118.8812 | 97978.0272 | -276096.9084 |
Total P&L (%) | 351.0091 | 424.3149 | -73.3058 | -178.1189 | 97.978 | -276.0969 |
Avg Daily Profit (%) | 0.1775 | 0.2146 | -0.0371 | 0 | 0.0346 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210283 | -83664 | -334812 | -343569 | -53598 | -428116 |
Profit Factor | 1.4526 | 2.422 | 0.8464 | 0.7585 | 1.4314 | 0.4592 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 36 | 18 | 18 | 35 | 20 | 15 |
Losing Trades | 35 | 18 | 17 | 36 | 16 | 20 |
Profitability (%) | 50.7042 | 50 | 51.4286 | 49.2958 | 55.5556 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.4123 | 2.422 | 0.7993 | 0.7802 | 1.1451 | 0.6122 |
Largest Winning Trade | 183882 | 183882 | 72903 | 97998 | 57006 | 97998 |
Largest Losing Trade | -135375 | -47113 | -135375 | -84693 | -39526 | -84693 |
Avg Bars in Trades | 81 | 44 | 118 | 81 | 44 | 118 |
Avg Bars in Winners | 113 | 60 | 165 | 68 | 40 | 105 |
Avg Bars in Losers | 48 | 28 | 68 | 93 | 50 | 128 |
Bars Traded | 5758 | 1609 | 4149 | 5758 | 1609 | 4149 |
Profit Streak | 0 | 0 | 544.7809 | 492.1143 | 543.7809 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82740 | 444908 | -580018 | -671745 | -144547 | -583565 |
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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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