Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213958.4419 | -20014.9656 | 233973.4075 | 172444.0221 | -128830.9668 | 301274.9889 |
Total P&L (%) | 213.9584 | -20.015 | 233.9734 | 172.444 | -128.831 | 301.275 |
Avg Daily Profit (%) | 0.14 | -0.0131 | 0.1531 | 0.0656 | 0 | 0.0909 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61865 | -74203 | -65013 | -261086 | -248020 | -217509 |
Profit Factor | 1.5847 | 0.9002 | 2.4151 | 1.1598 | 0.7874 | 1.6366 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 47.2973 | 43.2432 | 51.3514 | 47.2973 | 43.2432 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.7658 | 1.1815 | 2.288 | 1.2924 | 1.0334 | 1.5505 |
Largest Winning Trade | 60737 | 50264 | 60737 | 127060 | 127060 | 123991 |
Largest Losing Trade | -25446 | -25180 | -25446 | -86279 | -72566 | -86279 |
Avg Bars in Trades | 38 | 18 | 58 | 38 | 18 | 58 |
Avg Bars in Winners | 58 | 17 | 93 | 58 | 17 | 93 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 2874 | 697 | 2176 | 2874 | 697 | 2176 |
Profit Streak | 9.9815 | 9.9815 | 14.9815 | 9.9815 | 9.9815 | 14.9815 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71958 | -580792 | 453185 | -218814 | -580792 | -67678 |
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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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