Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112613.7088 | 140911.8519 | -28298.1431 | -363984.226 | 2240232.6176 | -2604216.8436 |
Total P&L (%) | 112.6137 | 140.9119 | -28.2981 | -363.9842 | 2240.2326 | -2604.2168 |
Avg Daily Profit (%) | 0.0621 | 0.0778 | -0.0156 | 0 | 0.1741 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -295524 | -31634 | -267130 | -5044086 | -197799 | -5589257 |
Profit Factor | 1.2375 | 2.6158 | 0.9269 | 0.9535 | 5.6895 | 0.6458 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 72 | 35 | 37 | 71 | 35 | 36 |
Losing Trades | 15 | 9 | 6 | 16 | 9 | 7 |
Profitability (%) | 82.7586 | 79.5455 | 86.0465 | 81.6092 | 79.5455 | 83.7209 |
Ratio Avg Win / Avg Loss | 0.2578 | 0.6726 | 0.1503 | 0.2149 | 1.463 | 0.1256 |
Largest Winning Trade | 37300 | 26896 | 37300 | 1705721 | 450587 | 1705721 |
Largest Losing Trade | -190565 | -18796 | -190565 | -5044086 | -152751 | -5044086 |
Avg Bars in Trades | 37 | 17 | 57 | 37 | 17 | 57 |
Avg Bars in Winners | 18 | 10 | 25 | 24 | 14 | 34 |
Avg Bars in Losers | 127 | 45 | 250 | 93 | 32 | 172 |
Bars Traded | 3238 | 783 | 2454 | 3238 | 783 | 2454 |
Profit Streak | 7.8322 | 162.8322 | 7.8322 | 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 | -105679 | -81775 | -575574 | -576222 | 690208 | -576476 |
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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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