Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467071.7885 | 444935.0524 | 22136.7361 | 6907.6539 | 331835.1664 | -324927.5124 |
Total P&L (%) | 467.0718 | 444.9351 | 22.1367 | 6.9077 | 331.8352 | -324.9275 |
Avg Daily Profit (%) | 0.2481 | 0.2364 | 0.0118 | 0.0035 | 0.0777 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208087 | -124158 | -150697 | -1005982 | -750808 | -467183 |
Profit Factor | 1.5563 | 2.0014 | 1.056 | 1.0026 | 1.2194 | 0.7109 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 47.5248 | 44 | 50.9804 | 47.5248 | 44 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.7184 | 2.5472 | 1.0154 | 1.1071 | 1.552 | 0.6835 |
Largest Winning Trade | 291281 | 291281 | 48942 | 638744 | 638744 | 148055 |
Largest Losing Trade | -46444 | -42729 | -46444 | -305919 | -305919 | -171888 |
Avg Bars in Trades | 108 | 122 | 95 | 108 | 122 | 95 |
Avg Bars in Winners | 120 | 132 | 110 | 120 | 132 | 110 |
Avg Bars in Losers | 97 | 113 | 78 | 97 | 113 | 78 |
Bars Traded | 10959 | 6108 | 4851 | 10959 | 6108 | 4851 |
Profit Streak | 47.2812 | 0 | 214.1146 | 47.2812 | 0 | 214.1146 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383735 | -170654 | -520015 | -571632 | -270840 | -759273 |
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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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