Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496473.744 | 143188.4029 | 353285.341 | 3031298.731 | 962226.8745 | 2069071.8564 |
Total P&L (%) | 496.4737 | 143.1884 | 353.2853 | 3031.2987 | 962.2269 | 2069.0719 |
Avg Daily Profit (%) | 0.3257 | 0.0939 | 0.2317 | 0.2262 | 0.1551 | 0.202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57729 | -43790 | -18061 | -1522785 | -1111626 | -530105 |
Profit Factor | 3.3323 | 1.9073 | 7.4177 | 1.8954 | 1.415 | 2.9395 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 61.3333 | 56.7568 | 65.7895 | 61.3333 | 56.7568 | 65.7895 |
Ratio Avg Win / Avg Loss | 2.1008 | 1.4532 | 3.8572 | 1.1949 | 1.0781 | 1.5286 |
Largest Winning Trade | 134333 | 134333 | 58552 | 1204448 | 1204448 | 828220 |
Largest Losing Trade | -43790 | -43790 | -14620 | -1111626 | -1111626 | -411159 |
Avg Bars in Trades | 37 | 23 | 50 | 37 | 23 | 50 |
Avg Bars in Winners | 50 | 24 | 72 | 50 | 24 | 72 |
Avg Bars in Losers | 15 | 21 | 8 | 15 | 21 | 8 |
Bars Traded | 2775 | 856 | 1919 | 2775 | 856 | 1919 |
Profit Streak | 0 | 26.0232 | 0 | 0 | 26.0232 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44464 | -62439 | 665295 | -48782 | 398315 | 566218 |
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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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