Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152948.3227 | 254029.5906 | -101081.268 | -150864.15 | 58854.123 | -209718.2729 |
Total P&L (%) | 152.9483 | 254.0296 | -101.0813 | -150.8642 | 58.8541 | -209.7183 |
Avg Daily Profit (%) | 0.1083 | 0.1799 | -0.0716 | 0 | 0.0328 | 0 |
Buy And Hold Return (%) | 58.3398 | 58.3398 | 58.3398 | 58.3398 | 58.3398 | 58.3398 |
Max Trade Drawdown | -163061 | -114992 | -217092 | -593711 | -489472 | -343567 |
Profit Factor | 1.2394 | 1.9354 | 0.7248 | 0.8892 | 1.0789 | 0.6595 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 57 | 27 | 30 | 55 | 27 | 28 |
Losing Trades | 22 | 12 | 10 | 24 | 12 | 12 |
Profitability (%) | 72.1519 | 69.2308 | 75 | 69.6203 | 69.2308 | 70 |
Ratio Avg Win / Avg Loss | 0.4784 | 0.8602 | 0.2416 | 0.388 | 0.4795 | 0.2826 |
Largest Winning Trade | 60958 | 60958 | 39353 | 123866 | 123866 | 59703 |
Largest Losing Trade | -144042 | -67004 | -144042 | -357860 | -357860 | -207907 |
Avg Bars in Trades | 99 | 163 | 36 | 99 | 163 | 36 |
Avg Bars in Winners | 41 | 65 | 19 | 46 | 74 | 19 |
Avg Bars in Losers | 249 | 382 | 88 | 219 | 363 | 76 |
Bars Traded | 7838 | 6365 | 1473 | 7838 | 6365 | 1473 |
Profit Streak | 493.2693 | 0 | 562.4359 | 0 | 549.2693 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81306 | 322325 | -576550 | -609234 | -444457 | -578157 |
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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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