Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797831.6445 | 911790.2672 | -113958.6227 | -132601.3393 | 104879.3081 | -237480.6474 |
Total P&L (%) | 797.8316 | 911.7903 | -113.9586 | -132.6013 | 104.8793 | -237.4806 |
Avg Daily Profit (%) | 0.4425 | 0.5057 | -0.0632 | 0 | 0.0398 | 0 |
Buy And Hold Return (%) | 310.3853 | 310.3853 | 310.3853 | 310.3853 | 310.3853 | 310.3853 |
Max Trade Drawdown | -164834 | -147291 | -251520 | -451871 | -218220 | -283586 |
Profit Factor | 1.8987 | 3.6346 | 0.7896 | 0.8393 | 1.3675 | 0.5601 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 50 | 22 | 28 | 56 | 32 | 24 |
Losing Trades | 57 | 31 | 26 | 51 | 21 | 30 |
Profitability (%) | 46.729 | 41.5094 | 51.8519 | 52.3364 | 60.3774 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.1645 | 5.1215 | 0.7332 | 0.7644 | 0.8974 | 0.7001 |
Largest Winning Trade | 738456 | 738456 | 59856 | 158562 | 124726 | 158562 |
Largest Losing Trade | -133563 | -34282 | -133563 | -201512 | -199325 | -201512 |
Avg Bars in Trades | 49 | 45 | 54 | 49 | 45 | 54 |
Avg Bars in Winners | 68 | 62 | 72 | 38 | 38 | 38 |
Avg Bars in Losers | 33 | 33 | 33 | 62 | 55 | 66 |
Bars Traded | 5325 | 2407 | 2918 | 5325 | 2407 | 2918 |
Profit Streak | 0 | 0 | 0 | 37.4264 | 50.0931 | 37.4264 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332452 | -169079 | -760593 | -579201 | -484847 | -762449 |
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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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