Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583606.3355 | 527036.7074 | 56569.6281 | -115996.7395 | -50310.9736 | -65685.7659 |
Total P&L (%) | 583.6063 | 527.0367 | 56.5696 | -115.9967 | -50.311 | -65.6858 |
Avg Daily Profit (%) | 0.2466 | 0.2227 | 0.0239 | 0 | -0.0295 | -0.0452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178939 | -113370 | -176537 | -247299 | -97943 | -174118 |
Profit Factor | 1.5324 | 1.9867 | 1.1007 | 0.7411 | 0.7256 | 0.7518 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 71 | 29 | 42 | 97 | 52 | 45 |
Losing Trades | 97 | 55 | 42 | 71 | 32 | 39 |
Profitability (%) | 42.2619 | 34.5238 | 50 | 57.7381 | 61.9048 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.0936 | 3.7678 | 1.1007 | 0.5425 | 0.4465 | 0.6516 |
Largest Winning Trade | 313100 | 313100 | 59643 | 39271 | 11641 | 39271 |
Largest Losing Trade | -102533 | -30956 | -102533 | -117650 | -35136 | -117650 |
Avg Bars in Trades | 55 | 50 | 60 | 55 | 50 | 60 |
Avg Bars in Winners | 82 | 79 | 85 | 38 | 34 | 42 |
Avg Bars in Losers | 35 | 34 | 36 | 79 | 75 | 82 |
Bars Traded | 9333 | 4211 | 5122 | 9333 | 4211 | 5122 |
Profit Streak | 0 | 0 | 0 | 37.4736 | 37.4736 | 38.2236 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321206 | 203704 | -271949 | -577461 | -578741 | -579655 |
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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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