Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518733.6618 | 426193.2027 | 92540.4592 | 453803.0233 | -553972.0371 | 1007775.0605 |
Total P&L (%) | 518.7337 | 426.1932 | 92.5405 | 453.803 | -553.972 | 1007.7751 |
Avg Daily Profit (%) | 0.2722 | 0.2236 | 0.0486 | 0.0898 | 0 | 0.1263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151398 | -161237 | -59427 | -1707698 | -1785556 | -100784 |
Profit Factor | 1.739 | 1.712 | 1.8954 | 1.0985 | 0.8731 | 5.1452 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 69.4656 | 64.6154 | 74.2424 | 69.4656 | 64.6154 | 74.2424 |
Ratio Avg Win / Avg Loss | 0.7644 | 0.9375 | 0.6576 | 0.4829 | 0.4781 | 1.7851 |
Largest Winning Trade | 105738 | 105738 | 22912 | 530300 | 530300 | 286487 |
Largest Losing Trade | -55544 | -55544 | -44040 | -929327 | -929327 | -66147 |
Avg Bars in Trades | 170 | 336 | 5 | 170 | 336 | 5 |
Avg Bars in Winners | 75 | 158 | 4 | 75 | 158 | 4 |
Avg Bars in Losers | 384 | 662 | 8 | 384 | 662 | 8 |
Bars Traded | 22271 | 21899 | 372 | 22271 | 21899 | 372 |
Profit Streak | 34.22 | 0 | 76.5533 | 34.22 | 0 | 76.5533 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453075 | -121496 | -247045 | -183449 | -710563 | -135941 |
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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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