Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174865.4464 | 96379.8136 | 78485.6328 | -549725.6644 | -458329.4289 | -91396.2355 |
Total P&L (%) | 174.8654 | 96.3798 | 78.4856 | -549.7257 | -458.3294 | -91.3962 |
Avg Daily Profit (%) | 0.1697 | 0.0935 | 0.0762 | 0 | 0 | -0.2378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -323491 | -152465 | -171026 | -2346746 | -1055880 | -1292723 |
Profit Factor | 1.2923 | 1.3185 | 1.2654 | 0.8532 | 0.761 | 0.95 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 59 | 27 | 32 | 54 | 26 | 28 |
Losing Trades | 28 | 17 | 11 | 33 | 18 | 15 |
Profitability (%) | 67.8161 | 61.3636 | 74.4186 | 62.069 | 59.0909 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.6133 | 0.8302 | 0.435 | 0.5214 | 0.5268 | 0.5089 |
Largest Winning Trade | 57603 | 57603 | 26162 | 270775 | 270775 | 225178 |
Largest Losing Trade | -169223 | -46358 | -169223 | -893010 | -377778 | -893010 |
Avg Bars in Trades | 44 | 49 | 40 | 44 | 49 | 40 |
Avg Bars in Winners | 34 | 34 | 35 | 38 | 42 | 35 |
Avg Bars in Losers | 65 | 72 | 54 | 54 | 58 | 48 |
Bars Traded | 3888 | 2168 | 1720 | 3888 | 2168 | 1720 |
Profit Streak | 0 | 0 | 0 | 17.447 | 17.447 | 21.697 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307862 | -68041 | -89833 | -577636 | -578973 | -578217 |
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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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