Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313866.1237 | 119627.0524 | 194239.0712 | 484196.0539 | 234684.7141 | 249511.3398 |
Total P&L (%) | 313.8661 | 119.6271 | 194.2391 | 484.1961 | 234.6847 | 249.5113 |
Avg Daily Profit (%) | 0.3043 | 0.116 | 0.1883 | 0.1713 | 0.1172 | 0.1214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136439 | -132434 | -60600 | -619164 | -480331 | -242531 |
Profit Factor | 1.913 | 1.5621 | 2.4832 | 1.3691 | 1.3209 | 1.4299 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 44 | 16 | 28 | 44 | 16 | 28 |
Losing Trades | 35 | 23 | 12 | 35 | 23 | 12 |
Profitability (%) | 55.6962 | 41.0256 | 70 | 55.6962 | 41.0256 | 70 |
Ratio Avg Win / Avg Loss | 1.5217 | 2.2456 | 1.0642 | 1.0891 | 1.8987 | 0.6128 |
Largest Winning Trade | 66581 | 66581 | 33883 | 147438 | 147438 | 64671 |
Largest Losing Trade | -60600 | -49575 | -60600 | -242531 | -111979 | -242531 |
Avg Bars in Trades | 34 | 41 | 27 | 34 | 41 | 27 |
Avg Bars in Winners | 28 | 36 | 22 | 28 | 36 | 22 |
Avg Bars in Losers | 42 | 44 | 38 | 42 | 44 | 38 |
Bars Traded | 2726 | 1622 | 1104 | 2726 | 1622 | 1104 |
Profit Streak | 96.6668 | 96.6668 | 301.0001 | 96.6668 | 96.6668 | 301.0001 |
Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16873 | -37463 | 557795 | -21136 | -37327 | -27365 |
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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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