Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284523.2435 | 355192.741 | -70669.4975 | -1159582.0517 | -234585.9651 | -924996.0866 |
Total P&L (%) | 284.5232 | 355.1927 | -70.6695 | -1159.5821 | -234.586 | -924.9961 |
Avg Daily Profit (%) | 0.1528 | 0.1907 | -0.0379 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -298351 | -97905 | -284050 | -2437541 | -1330523 | -1857067 |
Profit Factor | 1.2979 | 1.9717 | 0.8801 | 0.7971 | 0.909 | 0.7051 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 59 | 27 | 32 | 55 | 25 | 30 |
Losing Trades | 42 | 23 | 19 | 46 | 25 | 21 |
Profitability (%) | 58.4158 | 54 | 62.7451 | 54.4554 | 50 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.9239 | 1.6796 | 0.5226 | 0.6667 | 0.909 | 0.4935 |
Largest Winning Trade | 88674 | 88674 | 46650 | 797899 | 770433 | 797899 |
Largest Losing Trade | -268953 | -69647 | -268953 | -1590174 | -454731 | -1590174 |
Avg Bars in Trades | 71 | 75 | 67 | 71 | 75 | 67 |
Avg Bars in Winners | 48 | 50 | 47 | 62 | 66 | 59 |
Avg Bars in Losers | 103 | 104 | 101 | 81 | 84 | 78 |
Bars Traded | 7198 | 3768 | 3430 | 7198 | 3768 | 3430 |
Profit Streak | 61.9561 | 91.7061 | 61.9561 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303413 | -167290 | -758206 | -579931 | -760833 | -759689 |
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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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