Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533827.0021 | 462867.8529 | 70959.1493 | -64958.9748 | 28662.2706 | -93621.2454 |
Total P&L (%) | 533.827 | 462.8679 | 70.9591 | -64.959 | 28.6623 | -93.6212 |
Avg Daily Profit (%) | 0.3612 | 0.3132 | 0.048 | -0.0709 | 0.0171 | -0.186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207033 | -203922 | -98681 | -477149 | -376789 | -135359 |
Profit Factor | 1.6116 | 1.9946 | 1.1741 | 0.9342 | 1.0554 | 0.8009 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 61 | 25 | 36 | 61 | 25 | 36 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 42.6573 | 35.2113 | 50 | 42.6573 | 35.2113 | 50 |
Ratio Avg Win / Avg Loss | 2.1664 | 3.67 | 1.1741 | 1.2558 | 1.942 | 0.8009 |
Largest Winning Trade | 440685 | 440685 | 54067 | 396198 | 396198 | 98666 |
Largest Losing Trade | -87250 | -37503 | -87250 | -86978 | -86522 | -86978 |
Avg Bars in Trades | 20 | 18 | 21 | 20 | 18 | 21 |
Avg Bars in Winners | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 2887 | 1309 | 1578 | 2887 | 1309 | 1578 |
Profit Streak | 7.8556 | 0 | 12.3556 | 7.8556 | 0 | 12.3556 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393936 | -80053 | -236325 | -580634 | -424195 | -659340 |
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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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