Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376760.7446 | 128416.7473 | 248343.9973 | -5529260.0102 | -468563.5918 | -5060696.4184 |
Total P&L (%) | 376.7607 | 128.4167 | 248.344 | -5529.26 | -468.5636 | -5060.6964 |
Avg Daily Profit (%) | 0.2274 | 0.0775 | 0.1499 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227941 | -94071 | -220132 | -5781689 | -1674719 | -5255145 |
Profit Factor | 1.5218 | 1.4886 | 1.5407 | 0.5508 | 0.8861 | 0.3826 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 211 | 97 | 114 | 61 | 37 | 24 |
Losing Trades | 53 | 35 | 18 | 203 | 95 | 108 |
Profitability (%) | 79.9242 | 73.4848 | 86.3636 | 23.1061 | 28.0303 | 18.1818 |
Ratio Avg Win / Avg Loss | 0.3822 | 0.5371 | 0.2433 | 1.833 | 2.275 | 1.7218 |
Largest Winning Trade | 25748 | 25748 | 24229 | 1125743 | 1125743 | 1125311 |
Largest Losing Trade | -206819 | -47631 | -206819 | -576639 | -470204 | -576639 |
Avg Bars in Trades | 18 | 10 | 26 | 18 | 10 | 26 |
Avg Bars in Winners | 10 | 4 | 16 | 39 | 23 | 64 |
Avg Bars in Losers | 47 | 26 | 90 | 12 | 5 | 17 |
Bars Traded | 4854 | 1386 | 3468 | 4854 | 1386 | 3468 |
Profit Streak | 31.7499 | 0 | 57.4165 | 0 | 38.0832 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493408 | -86785 | 474274 | -614503 | -593840 | -637791 |
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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) |
---|