Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354814.2766 | 619356.6292 | -264542.3526 | -105313.2577 | 19991.6168 | -125304.8745 |
Total P&L (%) | 354.8143 | 619.3566 | -264.5424 | -105.3133 | 19.9916 | -125.3049 |
Avg Daily Profit (%) | 0.1528 | 0.2667 | -0.1139 | 0 | 0.0078 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242569 | -87809 | -388141 | -753168 | -328732 | -705281 |
Profit Factor | 1.3241 | 2.7283 | 0.6408 | 0.9312 | 1.0358 | 0.8712 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 48 | 25 | 23 | 43 | 22 | 21 |
Losing Trades | 33 | 16 | 17 | 38 | 19 | 19 |
Profitability (%) | 59.2593 | 60.9756 | 57.5 | 53.0864 | 53.6585 | 52.5 |
Ratio Avg Win / Avg Loss | 0.9103 | 1.7461 | 0.4737 | 0.8229 | 0.8946 | 0.7882 |
Largest Winning Trade | 202799 | 202799 | 92696 | 335442 | 110451 | 335442 |
Largest Losing Trade | -171586 | -51563 | -171586 | -439962 | -161005 | -439962 |
Avg Bars in Trades | 78 | 47 | 109 | 78 | 47 | 109 |
Avg Bars in Winners | 82 | 40 | 129 | 75 | 52 | 100 |
Avg Bars in Losers | 70 | 58 | 82 | 80 | 41 | 119 |
Bars Traded | 6318 | 1945 | 4373 | 6318 | 1945 | 4373 |
Profit Streak | 0 | 0 | 0 | 150.0906 | 152.0906 | 150.0906 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9018 | 549783 | -579777 | -595303 | -370556 | -579851 |
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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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