Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125570.1426 | 188162.6844 | -62592.5418 | -112472.1194 | 388633.4136 | -501105.5329 |
Total P&L (%) | 125.5701 | 188.1627 | -62.5925 | -112.4721 | 388.6334 | -501.1055 |
Avg Daily Profit (%) | 0.1205 | 0.1806 | -0.0601 | 0 | 0.1524 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185829 | -57410 | -195356 | -792593 | -130055 | -873383 |
Profit Factor | 1.1989 | 1.9723 | 0.857 | 0.91 | 2.7556 | 0.5129 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 43 | 18 | 25 | 58 | 30 | 28 |
Losing Trades | 52 | 30 | 22 | 37 | 18 | 19 |
Profitability (%) | 45.2632 | 37.5 | 53.1915 | 61.0526 | 62.5 | 59.5745 |
Ratio Avg Win / Avg Loss | 1.4499 | 3.2872 | 0.7542 | 0.5805 | 1.6534 | 0.3481 |
Largest Winning Trade | 198633 | 198633 | 38485 | 198633 | 198633 | 85130 |
Largest Losing Trade | -113757 | -22054 | -113757 | -407094 | -64429 | -407094 |
Avg Bars in Trades | 249 | 134 | 366 | 249 | 134 | 366 |
Avg Bars in Winners | 391 | 212 | 520 | 226 | 132 | 328 |
Avg Bars in Losers | 131 | 87 | 192 | 284 | 138 | 422 |
Bars Traded | 23696 | 6462 | 17234 | 23696 | 6462 | 17234 |
Profit Streak | 0 | 0 | 0 | 54.4676 | 76.4676 | 54.4676 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35379 | 231479 | -580283 | -577686 | 559912 | -578893 |
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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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