Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482074.981 | 463238.6381 | 18836.3428 | -5842.0383 | 140133.3785 | -145975.4167 |
Total P&L (%) | 482.075 | 463.2386 | 18.8363 | -5.842 | 140.1334 | -145.9754 |
Avg Daily Profit (%) | 0.1994 | 0.1916 | 0.0078 | -0.0025 | 0.0362 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125514 | -96783 | -140255 | -320804 | -262847 | -357878 |
Profit Factor | 1.7453 | 2.2133 | 1.0711 | 0.9955 | 1.2023 | 0.755 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 44.3038 | 41.0256 | 47.5 | 44.3038 | 41.0256 | 47.5 |
Ratio Avg Win / Avg Loss | 2.194 | 3.1817 | 1.1838 | 1.2514 | 1.7283 | 0.8345 |
Largest Winning Trade | 368583 | 368583 | 43437 | 246223 | 246223 | 73547 |
Largest Losing Trade | -64883 | -48837 | -64883 | -252339 | -118689 | -252339 |
Avg Bars in Trades | 58 | 86 | 30 | 58 | 86 | 30 |
Avg Bars in Winners | 69 | 100 | 44 | 69 | 100 | 44 |
Avg Bars in Losers | 49 | 77 | 18 | 49 | 77 | 18 |
Bars Traded | 4615 | 3389 | 1226 | 4615 | 3389 | 1226 |
Profit Streak | 98.2421 | 102.7421 | 98.2421 | 98.2421 | 102.7421 | 98.2421 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21609 | 318696 | -332825 | -611645 | -146793 | -581162 |
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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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