Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522679.235 | 244716.4048 | 277962.8302 | -2758165.0529 | 407230.2163 | -3165395.2692 |
Total P&L (%) | 522.6792 | 244.7164 | 277.9628 | -2758.1651 | 407.2302 | -3165.3953 |
Avg Daily Profit (%) | 0.3159 | 0.1479 | 0.168 | 0 | 0.0982 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134853 | -93235 | -134853 | -3265847 | -1215099 | -3314285 |
Profit Factor | 1.857 | 1.77 | 1.9517 | 0.7003 | 1.1037 | 0.3998 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 74 | 33 | 41 | 44 | 27 | 17 |
Losing Trades | 42 | 25 | 17 | 72 | 31 | 41 |
Profitability (%) | 63.7931 | 56.8966 | 70.6897 | 37.931 | 46.5517 | 29.3103 |
Ratio Avg Win / Avg Loss | 1.054 | 1.3409 | 0.8092 | 1.1459 | 1.2672 | 0.9643 |
Largest Winning Trade | 58740 | 56110 | 58740 | 922143 | 922143 | 667048 |
Largest Losing Trade | -134853 | -54800 | -134853 | -626328 | -390556 | -626328 |
Avg Bars in Trades | 83 | 82 | 85 | 83 | 82 | 85 |
Avg Bars in Winners | 71 | 62 | 78 | 104 | 111 | 94 |
Avg Bars in Losers | 104 | 107 | 100 | 70 | 56 | 81 |
Bars Traded | 9691 | 4761 | 4930 | 9691 | 4761 | 4930 |
Profit Streak | 6.8092 | 0 | 7.9758 | 0 | 35.3092 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512062 | -172508 | -168421 | -583496 | -348759 | -771928 |
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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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