Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132006.5544 | 198745.484 | -66738.9297 | -151240.5028 | 65433.6828 | -216674.1855 |
Total P&L (%) | 132.0066 | 198.7455 | -66.7389 | -151.2405 | 65.4337 | -216.6742 |
Avg Daily Profit (%) | 0.106 | 0.1596 | -0.0536 | 0 | 0.0404 | 0 |
Buy And Hold Return (%) | 13.2008 | 13.2008 | 13.2008 | 13.2008 | 13.2008 | 13.2008 |
Max Trade Drawdown | -213779 | -69119 | -197172 | -255822 | -41156 | -249944 |
Profit Factor | 1.2306 | 1.8236 | 0.7984 | 0.661 | 1.5275 | 0.3273 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 59 | 28 | 31 | 23 | 13 | 10 |
Losing Trades | 22 | 12 | 10 | 58 | 27 | 31 |
Profitability (%) | 72.8395 | 70 | 75.6098 | 28.3951 | 32.5 | 24.3902 |
Ratio Avg Win / Avg Loss | 0.4589 | 0.7816 | 0.2575 | 1.6668 | 3.1724 | 1.0145 |
Largest Winning Trade | 48974 | 48974 | 16609 | 57152 | 53405 | 57152 |
Largest Losing Trade | -139949 | -55868 | -139949 | -227351 | -14422 | -227351 |
Avg Bars in Trades | 169 | 269 | 71 | 169 | 269 | 71 |
Avg Bars in Winners | 75 | 114 | 39 | 392 | 585 | 142 |
Avg Bars in Losers | 422 | 630 | 171 | 80 | 117 | 48 |
Bars Traded | 13723 | 10783 | 2940 | 13723 | 10783 | 2940 |
Profit Streak | 48.0931 | 86.0931 | 48.0931 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65556 | 429905 | -576861 | -609129 | -144473 | -611577 |
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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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