Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438077.5744 | 237412.0873 | 200665.4871 | -9007087.1651 | -4347955.3945 | -4659131.7706 |
Total P&L (%) | 438.0776 | 237.4121 | 200.6655 | -9007.0872 | -4347.9554 | -4659.1318 |
Avg Daily Profit (%) | 0.2306 | 0.125 | 0.1056 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190754 | -68654 | -190754 | -9185712 | -4806605 | -4774703 |
Profit Factor | 1.964 | 3.1524 | 1.5831 | 0.4924 | 0.3637 | 0.5731 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 69 | 34 | 35 | 21 | 12 | 9 |
Losing Trades | 17 | 9 | 8 | 65 | 31 | 34 |
Profitability (%) | 80.2326 | 79.0698 | 81.3953 | 24.4186 | 27.907 | 20.9302 |
Ratio Avg Win / Avg Loss | 0.4839 | 0.8345 | 0.3618 | 1.5242 | 0.9395 | 2.1649 |
Largest Winning Trade | 39379 | 33460 | 39379 | 3680530 | 842761 | 3680530 |
Largest Losing Trade | -190754 | -51497 | -190754 | -1749025 | -1279895 | -1749025 |
Avg Bars in Trades | 85 | 38 | 132 | 85 | 38 | 132 |
Avg Bars in Winners | 70 | 32 | 106 | 110 | 51 | 189 |
Avg Bars in Losers | 145 | 57 | 244 | 76 | 32 | 117 |
Bars Traded | 7320 | 1637 | 5683 | 7320 | 1637 | 5683 |
Profit Streak | 280.4939 | 280.4939 | 282.7439 | 0 | 0 | 0 |
Trades During Streak | 11 | 5 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531808 | -17742 | -46308 | -610147 | -597729 | -625701 |
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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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