Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407343.1162 | 356716.0485 | 50627.0676 | 108045.6632 | 369952.3845 | -261906.7213 |
Total P&L (%) | 407.3431 | 356.716 | 50.6271 | 108.0457 | 369.9524 | -261.9067 |
Avg Daily Profit (%) | 0.2137 | 0.1872 | 0.0266 | 0.0384 | 0.0812 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161709 | -146674 | -105158 | -494849 | -427021 | -532090 |
Profit Factor | 1.7695 | 2.1311 | 1.2366 | 1.0748 | 1.5046 | 0.6321 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 62.0253 | 58.9744 | 65 | 62.0253 | 58.9744 | 65 |
Ratio Avg Win / Avg Loss | 1.0834 | 1.4825 | 0.6659 | 0.658 | 1.0467 | 0.3404 |
Largest Winning Trade | 154198 | 154198 | 32916 | 286054 | 286054 | 92442 |
Largest Losing Trade | -62955 | -62955 | -46539 | -239088 | -235001 | -239088 |
Avg Bars in Trades | 274 | 475 | 79 | 274 | 475 | 79 |
Avg Bars in Winners | 159 | 264 | 65 | 159 | 264 | 65 |
Avg Bars in Losers | 464 | 777 | 105 | 464 | 777 | 105 |
Bars Traded | 21717 | 18537 | 3180 | 21717 | 18537 | 3180 |
Profit Streak | 153.0089 | 153.0089 | 287.1756 | 153.0089 | 153.0089 | 287.1756 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18046 | 453632 | -157309 | -309522 | -81028 | -577435 |
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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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