Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226972.7257 | -24442.7002 | 251415.4259 | -339731.2804 | 150412.0408 | -490143.3212 |
Total P&L (%) | 226.9727 | -24.4427 | 251.4154 | -339.7313 | 150.412 | -490.1433 |
Avg Daily Profit (%) | 0.1476 | -0.0159 | 0.1635 | 0 | 0.0597 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116780 | -66988 | -115006 | -1329166 | -125727 | -1429040 |
Profit Factor | 1.6304 | 0.8879 | 2.7695 | 0.8325 | 1.2831 | 0.6725 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 103 | 43 | 60 | 80 | 39 | 41 |
Losing Trades | 32 | 25 | 7 | 55 | 29 | 26 |
Profitability (%) | 76.2963 | 63.2353 | 89.5522 | 59.2593 | 57.3529 | 61.194 |
Ratio Avg Win / Avg Loss | 0.5065 | 0.5162 | 0.3231 | 0.5723 | 0.9541 | 0.4265 |
Largest Winning Trade | 21576 | 14424 | 21576 | 96848 | 96848 | 95480 |
Largest Losing Trade | -115006 | -41129 | -115006 | -1238353 | -125727 | -1238353 |
Avg Bars in Trades | 19 | 15 | 23 | 19 | 15 | 23 |
Avg Bars in Winners | 10 | 6 | 13 | 16 | 15 | 16 |
Avg Bars in Losers | 47 | 31 | 105 | 24 | 15 | 33 |
Bars Traded | 2627 | 1072 | 1555 | 2627 | 1072 | 1555 |
Profit Streak | 96.2572 | 96.7572 | 0 | 0 | 0 | 112.7572 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331837 | -687405 | -101768 | -578942 | -222813 | -695166 |
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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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