Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246968.6015 | 251297.6986 | -4329.0971 | -72740.6151 | 69917.4825 | -142658.0977 |
Total P&L (%) | 246.9686 | 251.2977 | -4.3291 | -72.7406 | 69.9175 | -142.6581 |
Avg Daily Profit (%) | 0.1825 | 0.1857 | -0.0032 | -0.096 | 0.0392 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226014 | -161514 | -108351 | -527399 | -353499 | -304017 |
Profit Factor | 1.4628 | 1.8067 | 0.9805 | 0.9262 | 1.1232 | 0.6583 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 43.75 | 45.8333 | 41.6667 | 43.75 | 45.8333 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.8808 | 2.1352 | 1.3727 | 1.1908 | 1.3274 | 0.9216 |
Largest Winning Trade | 318153 | 318153 | 46298 | 383167 | 383167 | 74795 |
Largest Losing Trade | -61169 | -48259 | -61169 | -177093 | -177093 | -142108 |
Avg Bars in Trades | 52 | 45 | 58 | 52 | 45 | 58 |
Avg Bars in Winners | 62 | 47 | 80 | 62 | 47 | 80 |
Avg Bars in Losers | 43 | 45 | 42 | 43 | 45 | 42 |
Bars Traded | 5006 | 2206 | 2800 | 5006 | 2206 | 2800 |
Profit Streak | 9.6115 | 95.1115 | 9.6115 | 9.6115 | 95.1115 | 9.6115 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309393 | 372707 | -581598 | -580178 | -226187 | -583264 |
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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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