Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395531.5547 | 359967.3798 | 35564.1749 | -25336.5122 | 87290.3574 | -112626.8696 |
Total P&L (%) | 395.5316 | 359.9674 | 35.5642 | -25.3365 | 87.2904 | -112.6269 |
Avg Daily Profit (%) | 0.2461 | 0.224 | 0.0221 | -0.0182 | 0.039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170086 | -153234 | -67594 | -356137 | -222126 | -157796 |
Profit Factor | 1.6117 | 1.9928 | 1.1252 | 0.9673 | 1.2097 | 0.6853 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 39 | 13 | 26 | 39 | 13 | 26 |
Losing Trades | 52 | 32 | 20 | 52 | 32 | 20 |
Profitability (%) | 42.8571 | 28.8889 | 56.5217 | 42.8571 | 28.8889 | 56.5217 |
Ratio Avg Win / Avg Loss | 2.1489 | 4.9054 | 0.8655 | 1.2897 | 2.9777 | 0.5271 |
Largest Winning Trade | 289591 | 289591 | 49691 | 182729 | 182729 | 42342 |
Largest Losing Trade | -56537 | -39596 | -56537 | -89099 | -89099 | -82117 |
Avg Bars in Trades | 68 | 72 | 64 | 68 | 72 | 64 |
Avg Bars in Winners | 73 | 97 | 60 | 73 | 97 | 60 |
Avg Bars in Losers | 65 | 62 | 69 | 65 | 62 | 69 |
Bars Traded | 6240 | 3262 | 2979 | 6240 | 3262 | 2979 |
Profit Streak | 12.7139 | 0 | 86.2139 | 12.7139 | 0 | 86.2139 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329167 | -996 | -248105 | -581033 | -152706 | -578495 |
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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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