Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367982.3247 | 177247.2578 | 190735.0669 | -156607.824 | -302966.6306 | 146358.8065 |
Total P&L (%) | 367.9823 | 177.2473 | 190.7351 | -156.6078 | -302.9666 | 146.3588 |
Avg Daily Profit (%) | 0.3617 | 0.1742 | 0.1875 | 0 | 0 | 0.0887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134314 | -93853 | -102085 | -1347617 | -809414 | -638951 |
Profit Factor | 1.9533 | 1.9408 | 1.9652 | 0.9305 | 0.7275 | 1.1281 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 44 | 20 | 24 | 38 | 19 | 19 |
Losing Trades | 18 | 11 | 7 | 24 | 12 | 12 |
Profitability (%) | 70.9677 | 64.5161 | 77.4194 | 61.2903 | 61.2903 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.7991 | 1.0674 | 0.5732 | 0.5877 | 0.4595 | 0.7125 |
Largest Winning Trade | 68424 | 68424 | 47349 | 179379 | 109359 | 179379 |
Largest Losing Trade | -102085 | -46994 | -102085 | -514749 | -417110 | -514749 |
Avg Bars in Trades | 61 | 60 | 62 | 61 | 60 | 62 |
Avg Bars in Winners | 45 | 44 | 45 | 50 | 54 | 47 |
Avg Bars in Losers | 100 | 88 | 119 | 78 | 69 | 86 |
Bars Traded | 3799 | 1866 | 1933 | 3799 | 1866 | 1933 |
Profit Streak | 12.0752 | 0 | 141.3252 | 0 | 52.3252 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145224 | 425417 | 482325 | -737814 | -578790 | -154468 |
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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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