Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107965.0588 | 77163.9118 | 30801.147 | -830513.3379 | -247296.3848 | -583216.9531 |
Total P&L (%) | 107.9651 | 77.1639 | 30.8011 | -830.5133 | -247.2964 | -583.217 |
Avg Daily Profit (%) | 0.2073 | 0.1482 | 0.0591 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167451 | -9218 | -163248 | -931408 | -273583 | -700206 |
Profit Factor | 1.4036 | 3.2135 | 1.1324 | 0.3979 | 0.3435 | 0.4184 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 56 | 26 | 30 | 33 | 16 | 17 |
Losing Trades | 24 | 14 | 10 | 47 | 24 | 23 |
Profitability (%) | 70 | 65 | 75 | 41.25 | 40 | 42.5 |
Ratio Avg Win / Avg Loss | 0.6015 | 1.7303 | 0.3775 | 0.5667 | 0.5152 | 0.566 |
Largest Winning Trade | 28450 | 15533 | 28450 | 143183 | 25172 | 143183 |
Largest Losing Trade | -163248 | -6547 | -163248 | -314173 | -55587 | -314173 |
Avg Bars in Trades | 306 | 83 | 530 | 306 | 83 | 530 |
Avg Bars in Winners | 257 | 64 | 424 | 311 | 91 | 518 |
Avg Bars in Losers | 421 | 117 | 846 | 303 | 77 | 538 |
Bars Traded | 24532 | 3324 | 21208 | 24532 | 3324 | 21208 |
Profit Streak | 4.1963 | 4.1963 | 40.5713 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14317 | 440776 | -189868 | -608527 | -585207 | -584235 |
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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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