Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189759.6248 | 294032.0781 | -104272.4533 | 511194.4769 | -1008326.2479 | 1519520.7248 |
Total P&L (%) | 189.7596 | 294.0321 | -104.2725 | 511.1945 | -1008.3262 | 1519.5207 |
Avg Daily Profit (%) | 0.1023 | 0.1585 | -0.0562 | 0.0976 | 0 | 0.1502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216138 | -48831 | -227963 | -2308393 | -1352560 | -1672649 |
Profit Factor | 1.2271 | 2.1534 | 0.8205 | 1.0818 | 0.6992 | 1.5241 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 52 | 27 | 25 | 30 | 16 | 14 |
Losing Trades | 31 | 15 | 16 | 53 | 26 | 27 |
Profitability (%) | 62.6506 | 64.2857 | 60.9756 | 36.1446 | 38.0952 | 34.1463 |
Ratio Avg Win / Avg Loss | 0.7315 | 1.1964 | 0.5251 | 1.9111 | 1.1362 | 2.9393 |
Largest Winning Trade | 78359 | 55486 | 78359 | 2841882 | 624456 | 2841882 |
Largest Losing Trade | -168222 | -39486 | -168222 | -479524 | -479524 | -477591 |
Avg Bars in Trades | 42 | 29 | 55 | 42 | 29 | 55 |
Avg Bars in Winners | 32 | 25 | 40 | 47 | 25 | 72 |
Avg Bars in Losers | 58 | 35 | 80 | 39 | 31 | 47 |
Bars Traded | 3521 | 1230 | 2291 | 3521 | 1230 | 2291 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57800 | 447285 | -579319 | -198337 | -583419 | 145702 |
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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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