Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694405.4435 | 626764.3351 | 67641.1084 | -579709.8616 | 923768.4085 | -1503478.2701 |
Total P&L (%) | 694.4054 | 626.7643 | 67.6411 | -579.7099 | 923.7684 | -1503.4783 |
Avg Daily Profit (%) | 0.2881 | 0.26 | 0.0281 | 0 | 0.0966 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255760 | -138907 | -143083 | -2282904 | -823705 | -1611506 |
Profit Factor | 2.0216 | 3.4413 | 1.1599 | 0.8582 | 1.7176 | 0.4635 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 44 | 20 | 24 | 36 | 18 | 18 |
Losing Trades | 39 | 21 | 18 | 47 | 23 | 24 |
Profitability (%) | 53.012 | 48.7805 | 57.1429 | 43.3735 | 43.9024 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.7919 | 3.6134 | 0.8699 | 1.1205 | 2.1947 | 0.618 |
Largest Winning Trade | 347567 | 347567 | 66289 | 761855 | 761855 | 304821 |
Largest Losing Trade | -124680 | -29050 | -124680 | -777209 | -249095 | -777209 |
Avg Bars in Trades | 84 | 78 | 89 | 84 | 78 | 89 |
Avg Bars in Winners | 99 | 88 | 108 | 94 | 92 | 96 |
Avg Bars in Losers | 67 | 68 | 65 | 76 | 66 | 85 |
Bars Traded | 6991 | 3212 | 3779 | 6991 | 3212 | 3779 |
Profit Streak | 22.2193 | 41.2193 | 22.2193 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460420 | 548767 | -200313 | -582965 | -62735 | -583512 |
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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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