Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410520.3216 | 435290.7879 | -24770.4663 | -136266.0373 | 392694.6679 | -528960.7051 |
Total P&L (%) | 410.5203 | 435.2908 | -24.7705 | -136.266 | 392.6947 | -528.9607 |
Avg Daily Profit (%) | 0.1691 | 0.1793 | -0.0102 | 0 | 0.0657 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192249 | -122810 | -219555 | -437305 | -56606 | -604141 |
Profit Factor | 1.498 | 2.3116 | 0.9497 | 0.8519 | 3.0645 | 0.2753 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 48 | 22 | 26 | 53 | 29 | 24 |
Losing Trades | 63 | 34 | 29 | 58 | 27 | 31 |
Profitability (%) | 43.2432 | 39.2857 | 47.2727 | 47.7477 | 51.7857 | 43.6364 |
Ratio Avg Win / Avg Loss | 1.9661 | 3.5725 | 1.0593 | 0.9323 | 2.8531 | 0.3556 |
Largest Winning Trade | 376876 | 376876 | 54891 | 226721 | 226721 | 49137 |
Largest Losing Trade | -130048 | -34008 | -130048 | -321619 | -39976 | -321619 |
Avg Bars in Trades | 41 | 38 | 44 | 41 | 38 | 44 |
Avg Bars in Winners | 53 | 46 | 59 | 41 | 38 | 45 |
Avg Bars in Losers | 32 | 32 | 32 | 41 | 38 | 44 |
Bars Traded | 4614 | 2146 | 2468 | 4614 | 2146 | 2468 |
Profit Streak | 32.0879 | 53.0879 | 32.0879 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319806 | -171390 | -759686 | -581358 | -279155 | -763308 |
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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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