Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299499.0594 | 54576.9657 | 244922.0937 | 195365.201 | -462235.3269 | 657600.5279 |
Total P&L (%) | 299.4991 | 54.577 | 244.9221 | 195.3652 | -462.2353 | 657.6005 |
Avg Daily Profit (%) | 0.1801 | 0.0328 | 0.1473 | 0.0652 | 0 | 0.1219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209499 | -189575 | -59034 | -646499 | -790406 | -90089 |
Profit Factor | 1.6795 | 1.1685 | 3.0967 | 1.1331 | 0.6235 | 3.7405 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 57.732 | 56.25 | 59.1837 | 57.732 | 56.25 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.2296 | 0.9088 | 2.1357 | 0.8296 | 0.4849 | 2.5796 |
Largest Winning Trade | 103432 | 103432 | 43513 | 102531 | 89855 | 102531 |
Largest Losing Trade | -56491 | -56491 | -31563 | -347978 | -347978 | -84256 |
Avg Bars in Trades | 49 | 70 | 29 | 49 | 70 | 29 |
Avg Bars in Winners | 31 | 35 | 27 | 31 | 35 | 27 |
Avg Bars in Losers | 73 | 114 | 31 | 73 | 114 | 31 |
Bars Traded | 4795 | 3369 | 1426 | 4795 | 3369 | 1426 |
Profit Streak | 49.0583 | 49.0583 | 50.0583 | 49.0583 | 49.0583 | 50.0583 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439181 | -185485 | 434650 | -179010 | -579316 | -20476 |
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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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