Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284974.6651 | 183512.9191 | 101461.7459 | 415902.8093 | 2029160.7819 | -1613257.9726 |
Total P&L (%) | 284.9747 | 183.5129 | 101.4617 | 415.9028 | 2029.1608 | -1613.258 |
Avg Daily Profit (%) | 0.1568 | 0.101 | 0.0558 | 0.0903 | 0.1685 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119179 | -36056 | -120248 | -2596287 | -202517 | -2942886 |
Profit Factor | 2.1118 | 3.0247 | 1.6124 | 1.1057 | 5.1834 | 0.5325 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 75.3623 | 71.4286 | 79.4118 | 75.3623 | 71.4286 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.6904 | 1.2099 | 0.418 | 0.3615 | 2.0734 | 0.138 |
Largest Winning Trade | 35592 | 35592 | 26655 | 508637 | 508637 | 244566 |
Largest Losing Trade | -72472 | -36056 | -72472 | -2010269 | -202517 | -2010269 |
Avg Bars in Trades | 46 | 50 | 41 | 46 | 50 | 41 |
Avg Bars in Winners | 25 | 29 | 22 | 25 | 29 | 22 |
Avg Bars in Losers | 108 | 103 | 116 | 108 | 103 | 116 |
Bars Traded | 3188 | 1770 | 1418 | 3188 | 1770 | 1418 |
Profit Streak | 13.7377 | 60.7377 | 0 | 13.7377 | 60.7377 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93622 | -50147 | -114283 | -280414 | 684924 | -576982 |
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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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