Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239034.5019 | -14511.8464 | 253546.3483 | 20969.2943 | -33018.8463 | 53988.1405 |
Total P&L (%) | 239.0345 | -14.5118 | 253.5463 | 20.9693 | -33.0188 | 53.9881 |
Avg Daily Profit (%) | 0.1568 | -0.0095 | 0.1663 | 0.0125 | -0.0263 | 0.0283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129802 | -89574 | -87747 | -581753 | -160773 | -476522 |
Profit Factor | 1.4273 | 0.9523 | 1.9927 | 1.0171 | 0.9361 | 1.0757 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 72.6619 | 69.5652 | 75.7143 | 72.6619 | 69.5652 | 75.7143 |
Ratio Avg Win / Avg Loss | 0.537 | 0.4166 | 0.6392 | 0.3827 | 0.4096 | 0.3451 |
Largest Winning Trade | 34891 | 34891 | 33664 | 106945 | 106945 | 94080 |
Largest Losing Trade | -70087 | -58197 | -70087 | -370313 | -116310 | -370313 |
Avg Bars in Trades | 20 | 18 | 22 | 20 | 18 | 22 |
Avg Bars in Winners | 12 | 6 | 17 | 12 | 6 | 17 |
Avg Bars in Losers | 42 | 44 | 40 | 42 | 44 | 40 |
Bars Traded | 2856 | 1253 | 1603 | 2856 | 1253 | 1603 |
Profit Streak | 13.8933 | 13.8933 | 34.3933 | 13.8933 | 13.8933 | 34.3933 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418538 | -678567 | -80783 | -380655 | -678567 | -384112 |
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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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