Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502204.4151 | 268706.4 | 233498.0151 | 902270.1569 | -1734570.8571 | 2636841.014 |
Total P&L (%) | 502.2044 | 268.7064 | 233.498 | 902.2702 | -1734.5709 | 2636.841 |
Avg Daily Profit (%) | 0.3034 | 0.1624 | 0.1411 | 0.1394 | 0 | 0.2002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157186 | -152119 | -33237 | -2979207 | -3391715 | -148380 |
Profit Factor | 2.7024 | 2.0658 | 6.4446 | 1.1916 | 0.6161 | 14.7693 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 13 | 8 | 5 | 13 | 8 | 5 |
Profitability (%) | 80.8824 | 76.4706 | 85.2941 | 80.8824 | 76.4706 | 85.2941 |
Ratio Avg Win / Avg Loss | 0.6387 | 0.6356 | 1.1111 | 0.2816 | 0.1896 | 2.5464 |
Largest Winning Trade | 175913 | 175913 | 27702 | 383158 | 299191 | 383158 |
Largest Losing Trade | -75079 | -75079 | -32970 | -2424922 | -2424922 | -123260 |
Avg Bars in Trades | 45 | 59 | 31 | 45 | 59 | 31 |
Avg Bars in Winners | 13 | 9 | 17 | 13 | 9 | 17 |
Avg Bars in Losers | 179 | 221 | 110 | 179 | 221 | 110 |
Bars Traded | 3092 | 2032 | 1060 | 3092 | 2032 | 1060 |
Profit Streak | 14.7099 | 0 | 79.7099 | 14.7099 | 0 | 79.7099 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97636 | 427066 | 305288 | -126976 | -577363 | 803595 |
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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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