Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649722.135 | 571271.5289 | 78450.6061 | 148609.1754 | 568242.3103 | -419633.1349 |
Total P&L (%) | 649.7221 | 571.2715 | 78.4506 | 148.6092 | 568.2423 | -419.6331 |
Avg Daily Profit (%) | 0.4034 | 0.3547 | 0.0487 | 0.0566 | 0.118 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127433 | -128542 | -125138 | -1041347 | -765153 | -998832 |
Profit Factor | 1.9828 | 2.4882 | 1.283 | 1.0425 | 1.3206 | 0.7571 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 38.835 | 30.7692 | 47.0588 | 38.835 | 30.7692 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.1229 | 5.5984 | 1.4433 | 1.6419 | 2.9714 | 0.8518 |
Largest Winning Trade | 426982 | 426982 | 70194 | 947782 | 947782 | 201800 |
Largest Losing Trade | -30294 | -26209 | -30294 | -371090 | -194877 | -371090 |
Avg Bars in Trades | 184 | 162 | 207 | 184 | 162 | 207 |
Avg Bars in Winners | 315 | 308 | 320 | 315 | 308 | 320 |
Avg Bars in Losers | 101 | 98 | 106 | 101 | 98 | 106 |
Bars Traded | 19042 | 8465 | 10577 | 19042 | 8465 | 10577 |
Profit Streak | 0 | 0 | 31.9865 | 0 | 0 | 31.9865 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341120 | -173709 | -308535 | -294165 | -221529 | -761436 |
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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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