Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405292.656 | 376637.7697 | 28654.8863 | 26431.1184 | 538944.0111 | -512512.8926 |
Total P&L (%) | 405.2927 | 376.6378 | 28.6549 | 26.4311 | 538.944 | -512.5129 |
Avg Daily Profit (%) | 0.2522 | 0.2343 | 0.0178 | 0.0146 | 0.1155 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150829 | -122890 | -129289 | -692673 | -414154 | -715919 |
Profit Factor | 1.7833 | 2.545 | 1.1047 | 1.0129 | 1.6879 | 0.5937 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 42.4658 | 40.5405 | 44.4444 | 42.4658 | 40.5405 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.4161 | 3.7326 | 1.3809 | 1.3724 | 2.4756 | 0.7421 |
Largest Winning Trade | 303799 | 303799 | 62699 | 408157 | 408157 | 100795 |
Largest Losing Trade | -57862 | -33506 | -57862 | -281624 | -145315 | -281624 |
Avg Bars in Trades | 82 | 63 | 102 | 82 | 63 | 102 |
Avg Bars in Winners | 120 | 77 | 159 | 120 | 77 | 159 |
Avg Bars in Losers | 55 | 53 | 56 | 55 | 53 | 56 |
Bars Traded | 6042 | 2349 | 3693 | 6042 | 2349 | 3693 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67758 | 327357 | -279750 | -462293 | -38919 | -582940 |
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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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