Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473804.0051 | 446576.4564 | 27227.5487 | 1733.6698 | 2192913.5905 | -2191179.9207 |
Total P&L (%) | 473.804 | 446.5765 | 27.2275 | 1.7337 | 2192.9136 | -2191.1799 |
Avg Daily Profit (%) | 0.2398 | 0.226 | 0.0138 | 0.0009 | 0.1586 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241911 | -208399 | -163838 | -3025559 | -1521224 | -2484368 |
Profit Factor | 1.5447 | 1.9052 | 1.0723 | 1.0002 | 1.802 | 0.4812 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 44.3396 | 39.6226 | 49.0566 | 44.3396 | 39.6226 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.9391 | 2.9032 | 1.1136 | 1.2556 | 2.7459 | 0.4997 |
Largest Winning Trade | 159414 | 159414 | 51070 | 1028259 | 1028259 | 1001395 |
Largest Losing Trade | -67318 | -67318 | -61252 | -1142641 | -589237 | -1142641 |
Avg Bars in Trades | 108 | 115 | 102 | 108 | 115 | 102 |
Avg Bars in Winners | 150 | 157 | 144 | 150 | 157 | 144 |
Avg Bars in Losers | 75 | 87 | 61 | 75 | 87 | 61 |
Bars Traded | 11519 | 6098 | 5421 | 11519 | 6098 | 5421 |
Profit Streak | 0 | 0 | 653.2099 | 0 | 0 | 653.2099 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314350 | -172630 | -498246 | -579596 | -172988 | -760242 |
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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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