Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669877.8446 | 683698.7573 | -13820.9127 | 186010.946 | 262427.1369 | -76416.1909 |
Total P&L (%) | 669.8778 | 683.6988 | -13.8209 | 186.0109 | 262.4271 | -76.4162 |
Avg Daily Profit (%) | 0.2677 | 0.2733 | -0.0055 | 0.042 | 0.0515 | -0.0577 |
Buy And Hold Return (%) | 194.6082 | 194.6082 | 194.6082 | 194.6082 | 194.6082 | 194.6082 |
Max Trade Drawdown | -240048 | -171219 | -88430 | -1072534 | -719710 | -364732 |
Profit Factor | 2.1194 | 2.8446 | 0.9393 | 1.1342 | 1.2865 | 0.8376 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 58.2278 | 53.8462 | 62.5 | 58.2278 | 53.8462 | 62.5 |
Ratio Avg Win / Avg Loss | 1.5204 | 2.4382 | 0.5636 | 0.8136 | 1.1027 | 0.5025 |
Largest Winning Trade | 444184 | 444184 | 22377 | 251907 | 251907 | 108043 |
Largest Losing Trade | -65948 | -65948 | -48576 | -587335 | -587335 | -214952 |
Avg Bars in Trades | 88 | 148 | 30 | 88 | 148 | 30 |
Avg Bars in Winners | 58 | 93 | 30 | 58 | 93 | 30 |
Avg Bars in Losers | 130 | 213 | 31 | 130 | 213 | 31 |
Bars Traded | 7027 | 5798 | 1229 | 7027 | 5798 | 1229 |
Profit Streak | 134.5587 | 134.5587 | 141.892 | 134.5587 | 134.5587 | 141.892 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18652 | 450984 | -578168 | -405756 | -180437 | -578168 |
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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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