Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581136.6505 | 521237.2739 | 59899.3766 | 206951.8476 | -135571.5233 | 342523.3709 |
Total P&L (%) | 581.1367 | 521.2373 | 59.8994 | 206.9518 | -135.5715 | 342.5234 |
Avg Daily Profit (%) | 0.294 | 0.2637 | 0.0303 | 0.0568 | 0 | 0.0753 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166007 | -182123 | -23741 | -2740201 | -3032531 | -215224 |
Profit Factor | 1.9736 | 2.0141 | 1.7224 | 1.032 | 0.977 | 1.5987 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 59.3407 | 57.7778 | 60.8696 | 59.3407 | 57.7778 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.3523 | 1.4718 | 1.1072 | 0.7071 | 0.7139 | 1.0277 |
Largest Winning Trade | 198094 | 198094 | 19050 | 1637564 | 1637564 | 281812 |
Largest Losing Trade | -69827 | -69827 | -16429 | -1730901 | -1730901 | -130132 |
Avg Bars in Trades | 84 | 162 | 7 | 84 | 162 | 7 |
Avg Bars in Winners | 76 | 149 | 7 | 76 | 149 | 7 |
Avg Bars in Losers | 95 | 179 | 7 | 95 | 179 | 7 |
Bars Traded | 7663 | 7310 | 353 | 7663 | 7310 | 353 |
Profit Streak | 0 | 522.0359 | 0 | 0 | 522.0359 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465579 | 466438 | -149163 | -302631 | -579119 | -88777 |
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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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