Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431415.4945 | 423108.5303 | 8306.9642 | 149767.5474 | 7714.6686 | 142052.8788 |
Total P&L (%) | 431.4155 | 423.1085 | 8.307 | 149.7675 | 7.7147 | 142.0529 |
Avg Daily Profit (%) | 0.2315 | 0.2271 | 0.0045 | 0.0491 | 0.004 | 0.0475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90215 | -136926 | -66486 | -1388960 | -1959871 | -629631 |
Profit Factor | 1.7417 | 2.0005 | 1.0523 | 1.0306 | 1.002 | 1.1357 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Losing Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Profitability (%) | 60.8 | 66.129 | 55.5556 | 60.8 | 66.129 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.1229 | 1.0246 | 0.8419 | 0.6645 | 0.5132 | 0.9086 |
Largest Winning Trade | 97359 | 97359 | 33706 | 530701 | 530701 | 367070 |
Largest Losing Trade | -68428 | -68428 | -49475 | -996384 | -996384 | -493586 |
Avg Bars in Trades | 159 | 295 | 26 | 159 | 295 | 26 |
Avg Bars in Winners | 86 | 138 | 25 | 86 | 138 | 25 |
Avg Bars in Losers | 273 | 602 | 27 | 273 | 602 | 27 |
Bars Traded | 19996 | 18328 | 1668 | 19996 | 18328 | 1668 |
Profit Streak | 138.5868 | 0 | 152.6701 | 138.5868 | 0 | 152.6701 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445787 | -141547 | -662387 | -313491 | -725342 | -347533 |
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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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