Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240198.3286 | -14602.0634 | 254800.3921 | -487099.0346 | -515502.1838 | 28403.1492 |
Total P&L (%) | 240.1983 | -14.6021 | 254.8004 | -487.099 | -515.5022 | 28.4031 |
Avg Daily Profit (%) | 0.1583 | -0.0096 | 0.1679 | 0 | 0 | 0.0165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171467 | -54607 | -129888 | -1795099 | -604739 | -1349898 |
Profit Factor | 1.7985 | 0.8705 | 2.3551 | 0.8021 | 0.402 | 1.0178 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 62 | 28 | 34 | 39 | 19 | 20 |
Losing Trades | 21 | 14 | 7 | 44 | 23 | 21 |
Profitability (%) | 74.6988 | 66.6667 | 82.9268 | 46.988 | 45.2381 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.6092 | 0.4353 | 0.4849 | 0.905 | 0.4866 | 1.0686 |
Largest Winning Trade | 43352 | 13286 | 43352 | 312264 | 95210 | 312264 |
Largest Losing Trade | -119243 | -24986 | -119243 | -980412 | -335511 | -980412 |
Avg Bars in Trades | 70 | 5 | 137 | 70 | 5 | 137 |
Avg Bars in Winners | 44 | 3 | 78 | 54 | 4 | 101 |
Avg Bars in Losers | 148 | 10 | 424 | 85 | 6 | 171 |
Bars Traded | 5857 | 234 | 5623 | 5857 | 234 | 5623 |
Profit Streak | 4.5488 | 199.0488 | 4.5488 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406413 | -576909 | 488039 | -583226 | -582308 | -375520 |
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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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