Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372842.1157 | 403274.9292 | -30432.8135 | -11369.311 | -93946.3215 | 82577.0105 |
Total P&L (%) | 372.8421 | 403.2749 | -30.4328 | -11.3693 | -93.9463 | 82.577 |
Avg Daily Profit (%) | 0.1985 | 0.2147 | -0.0162 | -0.0064 | -0.1492 | 0.0321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206728 | -161188 | -87822 | -1077747 | -1085256 | -142081 |
Profit Factor | 1.4098 | 1.6375 | 0.8903 | 0.9956 | 0.953 | 1.1463 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Losing Trades | 61 | 25 | 36 | 61 | 25 | 36 |
Profitability (%) | 58.5034 | 65.7534 | 51.3514 | 58.5034 | 65.7534 | 51.3514 |
Ratio Avg Win / Avg Loss | 1 | 0.8529 | 0.8434 | 0.7062 | 0.4963 | 1.0859 |
Largest Winning Trade | 114505 | 114505 | 19632 | 284334 | 284334 | 103539 |
Largest Losing Trade | -65069 | -65069 | -35433 | -638841 | -638841 | -105347 |
Avg Bars in Trades | 24 | 44 | 3 | 24 | 44 | 3 |
Avg Bars in Winners | 15 | 23 | 3 | 15 | 23 | 3 |
Avg Bars in Losers | 36 | 84 | 4 | 36 | 84 | 4 |
Bars Traded | 3541 | 3249 | 292 | 3541 | 3249 | 292 |
Profit Streak | 23.0831 | 0 | 83.0831 | 23.0831 | 0 | 83.0831 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324434 | -61568 | -643821 | -578462 | -650416 | -272737 |
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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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