Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155732.1272 | 278079.2744 | -122347.1472 | -388122.6406 | -110182.9531 | -277939.6875 |
Total P&L (%) | 155.7321 | 278.0793 | -122.3471 | -388.1226 | -110.183 | -277.9397 |
Avg Daily Profit (%) | 0.0911 | 0.1627 | -0.0716 | 0 | 0 | 0 |
Buy And Hold Return (%) | 110.6012 | 110.6012 | 110.6012 | 110.6012 | 110.6012 | 110.6012 |
Max Trade Drawdown | -277146 | -56571 | -259890 | -714586 | -307895 | -523954 |
Profit Factor | 1.2433 | 2.1671 | 0.6955 | 0.7351 | 0.8424 | 0.6372 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 51 | 25 | 26 | 34 | 19 | 15 |
Losing Trades | 30 | 16 | 14 | 47 | 22 | 25 |
Profitability (%) | 62.963 | 60.9756 | 65 | 41.9753 | 46.3415 | 37.5 |
Ratio Avg Win / Avg Loss | 0.7314 | 1.387 | 0.3745 | 1.0162 | 0.9754 | 1.062 |
Largest Winning Trade | 100609 | 100609 | 35740 | 136487 | 136487 | 105346 |
Largest Losing Trade | -180243 | -56571 | -180243 | -482055 | -231844 | -482055 |
Avg Bars in Trades | 123 | 142 | 103 | 123 | 142 | 103 |
Avg Bars in Winners | 84 | 89 | 80 | 157 | 187 | 119 |
Avg Bars in Losers | 189 | 225 | 147 | 98 | 103 | 94 |
Bars Traded | 9994 | 5843 | 4151 | 9994 | 5843 | 4151 |
Profit Streak | 14.2227 | 161.2227 | 0 | 0 | 0 | 62.556 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125837 | 347060 | -578805 | -598509 | -582165 | -582970 |
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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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