Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456086.2068 | 414136.7738 | 41949.4329 | 506666.167 | 488825.9285 | 17840.2385 |
Total P&L (%) | 456.0862 | 414.1368 | 41.9494 | 506.6662 | 488.8259 | 17.8402 |
Avg Daily Profit (%) | 0.323 | 0.2933 | 0.0297 | 0.1278 | 0.1256 | 0.0116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113253 | -124800 | -39400 | -723618 | -627982 | -209449 |
Profit Factor | 2.2343 | 2.5217 | 1.4308 | 1.3545 | 1.4701 | 1.0458 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 60.8696 | 64.7059 | 57.1429 | 60.8696 | 64.7059 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.4363 | 1.3755 | 1.0731 | 0.8708 | 0.8019 | 0.7844 |
Largest Winning Trade | 162093 | 162093 | 21249 | 436909 | 436909 | 70163 |
Largest Losing Trade | -65878 | -65878 | -20601 | -473399 | -473399 | -167116 |
Avg Bars in Trades | 58 | 112 | 4 | 58 | 112 | 4 |
Avg Bars in Winners | 38 | 69 | 4 | 38 | 69 | 4 |
Avg Bars in Losers | 88 | 193 | 5 | 88 | 193 | 5 |
Bars Traded | 4005 | 3834 | 171 | 4005 | 3834 | 171 |
Profit Streak | 502.3591 | 603.3591 | 502.3591 | 502.3591 | 603.3591 | 502.3591 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91817 | 553905 | -152581 | -126924 | -22553 | -355646 |
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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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