Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240967.6786 | -8256.2593 | 249223.9379 | 375986.2537 | -71142.3577 | 447128.6114 |
Total P&L (%) | 240.9677 | -8.2563 | 249.2239 | 375.9863 | -71.1424 | 447.1286 |
Avg Daily Profit (%) | 0.1579 | -0.0054 | 0.1633 | 0.1023 | -0.0814 | 0.1114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70162 | -79789 | -30357 | -159689 | -147422 | -59104 |
Profit Factor | 1.8353 | 0.9606 | 4.1625 | 1.5695 | 0.8558 | 3.6824 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 28 | 19 | 9 | 28 | 19 | 9 |
Profitability (%) | 62.6667 | 50 | 75.6757 | 62.6667 | 50 | 75.6757 |
Ratio Avg Win / Avg Loss | 1.0934 | 0.9606 | 1.3379 | 0.935 | 0.8558 | 1.1836 |
Largest Winning Trade | 66903 | 66903 | 54715 | 112242 | 112242 | 85665 |
Largest Losing Trade | -30411 | -30411 | -19116 | -86773 | -86773 | -42432 |
Avg Bars in Trades | 37 | 20 | 54 | 37 | 20 | 54 |
Avg Bars in Winners | 48 | 26 | 63 | 48 | 26 | 63 |
Avg Bars in Losers | 18 | 14 | 29 | 18 | 14 | 29 |
Bars Traded | 2801 | 775 | 2026 | 2801 | 775 | 2026 |
Profit Streak | 0 | 0 | 52.6773 | 0 | 0 | 52.6773 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49725 | -580487 | 654664 | -115706 | -580487 | -33703 |
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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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