Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296107.1613 | 240610.3073 | 55496.854 | -42761.7054 | 28126.1944 | -70887.8998 |
Total P&L (%) | 296.1072 | 240.6103 | 55.4969 | -42.7617 | 28.1262 | -70.8879 |
Avg Daily Profit (%) | 0.2399 | 0.1949 | 0.045 | -0.0452 | 0.0201 | -0.0999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117338 | -50187 | -115356 | -12579 | -12579 | -5056 |
Profit Factor | 1.6665 | 2.6689 | 1.1849 | 0.678 | 2.6161 | 0.3857 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 63 | 31 | 32 | 63 | 32 | 31 |
Losing Trades | 14 | 7 | 7 | 14 | 6 | 8 |
Profitability (%) | 81.8182 | 81.5789 | 82.0513 | 81.8182 | 84.2105 | 79.4872 |
Ratio Avg Win / Avg Loss | 0.3703 | 0.6026 | 0.2592 | 0.1507 | 0.4905 | 0.0995 |
Largest Winning Trade | 30760 | 30760 | 23821 | 7979 | 7251 | 7979 |
Largest Losing Trade | -115356 | -50187 | -115356 | -105433 | -12579 | -105433 |
Avg Bars in Trades | 60 | 69 | 51 | 60 | 69 | 51 |
Avg Bars in Winners | 31 | 33 | 28 | 41 | 47 | 36 |
Avg Bars in Losers | 192 | 227 | 158 | 144 | 186 | 113 |
Bars Traded | 4667 | 2645 | 2022 | 4667 | 2645 | 2022 |
Profit Streak | 25.3968 | 152.1468 | 25.3968 | 25.3968 | 152.1468 | 25.3968 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32089 | 555079 | -147481 | -621208 | -161316 | -575912 |
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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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