Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56479.927 | 441953.2014 | -385473.2744 | -171648.232 | 73535.7292 | -245183.9612 |
Total P&L (%) | 56.4799 | 441.9532 | -385.4733 | -171.6482 | 73.5357 | -245.184 |
Avg Daily Profit (%) | 0.0243 | 0.1903 | -0.166 | 0 | 0.0237 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -487006 | -129407 | -619536 | -632506 | -350490 | -725976 |
Profit Factor | 1.0438 | 2.2636 | 0.5903 | 0.9064 | 1.1528 | 0.8188 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 44 | 18 | 26 | 42 | 25 | 17 |
Losing Trades | 40 | 24 | 16 | 42 | 17 | 25 |
Profitability (%) | 52.381 | 42.8571 | 61.9048 | 50 | 59.5238 | 40.4762 |
Ratio Avg Win / Avg Loss | 0.9489 | 3.0181 | 0.3632 | 0.9064 | 0.7839 | 1.2042 |
Largest Winning Trade | 244097 | 244097 | 67367 | 536326 | 142433 | 536326 |
Largest Losing Trade | -197976 | -56798 | -197976 | -479017 | -147077 | -479017 |
Avg Bars in Trades | 103 | 91 | 114 | 103 | 91 | 114 |
Avg Bars in Winners | 116 | 98 | 129 | 90 | 91 | 88 |
Avg Bars in Losers | 87 | 85 | 91 | 115 | 90 | 132 |
Bars Traded | 8653 | 3830 | 4822 | 8653 | 3830 | 4822 |
Profit Streak | 140.7175 | 140.7175 | 147.2175 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -333381 | 362661 | -577839 | -580553 | -213991 | -582771 |
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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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