Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86000.6416 | 194595.9664 | -108595.3248 | -707807.0449 | -285755.8148 | -422051.2301 |
Total P&L (%) | 86.0006 | 194.596 | -108.5953 | -707.807 | -285.7558 | -422.0512 |
Avg Daily Profit (%) | 0.0696 | 0.1574 | -0.0879 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81718 | -45678 | -82616 | -604216 | -332173 | -428171 |
Profit Factor | 1.1319 | 2.0967 | 0.7712 | 0.586 | 0.6075 | 0.5701 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 67 | 32 | 35 | 23 | 13 | 10 |
Losing Trades | 24 | 13 | 11 | 68 | 32 | 36 |
Profitability (%) | 73.6264 | 71.1111 | 76.087 | 25.2747 | 28.8889 | 21.7391 |
Ratio Avg Win / Avg Loss | 0.4055 | 0.8518 | 0.2424 | 1.7326 | 1.4954 | 2.0523 |
Largest Winning Trade | 31102 | 30462 | 31102 | 203536 | 203536 | 194057 |
Largest Losing Trade | -245574 | -37662 | -245574 | -245574 | -112333 | -245574 |
Avg Bars in Trades | 38 | 41 | 35 | 38 | 41 | 35 |
Avg Bars in Winners | 23 | 24 | 21 | 79 | 83 | 75 |
Avg Bars in Losers | 82 | 83 | 80 | 24 | 24 | 24 |
Bars Traded | 3523 | 1882 | 1640 | 3523 | 1882 | 1640 |
Profit Streak | 29.6971 | 85.0304 | 29.6971 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172541 | 440288 | -576782 | -606361 | -591720 | -622391 |
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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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