Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353688.8173 | 362440.6142 | -8751.7969 | -17244.7769 | 164062.5202 | -181307.2971 |
Total P&L (%) | 353.6888 | 362.4406 | -8.7518 | -17.2448 | 164.0625 | -181.3073 |
Avg Daily Profit (%) | 0.154 | 0.1579 | -0.0038 | -0.0082 | 0.0423 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110046 | -94207 | -104064 | -218167 | -133910 | -182697 |
Profit Factor | 1.4689 | 2.0289 | 0.9782 | 0.9819 | 1.3826 | 0.6533 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 44.2105 | 43.75 | 44.6809 | 44.2105 | 43.75 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.8536 | 2.6085 | 1.2111 | 1.239 | 1.7776 | 0.8089 |
Largest Winning Trade | 180870 | 180870 | 55121 | 173042 | 173042 | 51706 |
Largest Losing Trade | -58203 | -41806 | -58203 | -73957 | -59512 | -73957 |
Avg Bars in Trades | 67 | 50 | 84 | 67 | 50 | 84 |
Avg Bars in Winners | 105 | 68 | 142 | 105 | 68 | 142 |
Avg Bars in Losers | 37 | 36 | 37 | 37 | 36 | 37 |
Bars Traded | 6388 | 2425 | 3963 | 6388 | 2425 | 3963 |
Profit Streak | 0 | 0 | 51.5307 | 0 | 0 | 51.5307 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 268452 | 315899 | -580534 | -581109 | -137047 | -582201 |
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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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