Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366876.6612 | 383913.7089 | -17037.0477 | -779426.0176 | 118436.8248 | -897862.8425 |
Total P&L (%) | 366.8767 | 383.9137 | -17.037 | -779.426 | 118.4368 | -897.8628 |
Avg Daily Profit (%) | 0.1467 | 0.1535 | -0.0068 | 0 | 0.0312 | 0 |
Buy And Hold Return (%) | 10.1222 | 10.1222 | 10.1222 | 10.1222 | 10.1222 | 10.1222 |
Max Trade Drawdown | -248611 | -90278 | -281708 | -1491172 | -494200 | -1334386 |
Profit Factor | 1.5947 | 3.1933 | 0.9614 | 0.6667 | 1.164 | 0.4445 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 17 | 14 | 32 | 19 | 13 |
Losing Trades | 31 | 14 | 17 | 30 | 12 | 18 |
Profitability (%) | 50 | 54.8387 | 45.1613 | 51.6129 | 61.2903 | 41.9355 |
Ratio Avg Win / Avg Loss | 1.5947 | 2.6298 | 1.1675 | 0.625 | 0.7351 | 0.6155 |
Largest Winning Trade | 135734 | 135734 | 70819 | 236949 | 169490 | 236949 |
Largest Losing Trade | -169275 | -41817 | -169275 | -315335 | -259383 | -315335 |
Avg Bars in Trades | 75 | 80 | 70 | 75 | 80 | 70 |
Avg Bars in Winners | 114 | 113 | 115 | 66 | 72 | 56 |
Avg Bars in Losers | 36 | 39 | 34 | 85 | 92 | 80 |
Bars Traded | 4681 | 2489 | 2192 | 4681 | 2489 | 2192 |
Profit Streak | 43.5789 | 106.0789 | 0 | 0 | 0 | 179.0789 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152206 | 535385 | -581033 | -739068 | -191548 | -582983 |
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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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