Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1220213.1178 | 1259753.5293 | -39540.4115 | -113029.1059 | -33606.639 | -79422.467 |
Total P&L (%) | 1220.2131 | 1259.7535 | -39.5404 | -113.0291 | -33.6066 | -79.4225 |
Avg Daily Profit (%) | 0.5179 | 0.5347 | -0.0168 | 0 | -0.0174 | -0.0671 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143924 | -161492 | -161812 | -185755 | -97454 | -116454 |
Profit Factor | 2.6045 | 4.5074 | 0.9015 | 0.7111 | 0.7985 | 0.6461 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 27 | 11 | 16 | 52 | 29 | 23 |
Losing Trades | 58 | 32 | 26 | 33 | 14 | 19 |
Profitability (%) | 31.7647 | 25.5814 | 38.0952 | 61.1765 | 67.4419 | 54.7619 |
Ratio Avg Win / Avg Loss | 5.5949 | 13.1123 | 1.4649 | 0.4513 | 0.3855 | 0.5337 |
Largest Winning Trade | 1366015 | 1366015 | 54858 | 21564 | 18834 | 21564 |
Largest Losing Trade | -106387 | -27801 | -106387 | -69912 | -51399 | -69912 |
Avg Bars in Trades | 51 | 50 | 53 | 51 | 50 | 53 |
Avg Bars in Winners | 104 | 118 | 94 | 30 | 35 | 25 |
Avg Bars in Losers | 27 | 27 | 27 | 85 | 83 | 86 |
Bars Traded | 4419 | 2187 | 2232 | 4419 | 2187 | 2232 |
Profit Streak | 11.1945 | 11.1945 | 15.1945 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358190 | -8231 | -583113 | -578824 | -578466 | -580117 |
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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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