Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400592.3951 | 146497.2873 | 254095.1078 | 772076.0369 | -44320.2144 | 816396.2513 |
Total P&L (%) | 400.5924 | 146.4973 | 254.0951 | 772.076 | -44.3202 | 816.3963 |
Avg Daily Profit (%) | 0.2421 | 0.0885 | 0.1535 | 0.1309 | -0.0354 | 0.1339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135737 | -153620 | -27371 | -365346 | -450846 | -20147 |
Profit Factor | 2.3194 | 1.555 | 7.4088 | 1.8725 | 0.9475 | 21.2698 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 15 | 9 | 6 | 15 | 9 | 6 |
Profitability (%) | 79.7297 | 75.6757 | 83.7838 | 79.7297 | 75.6757 | 83.7838 |
Ratio Avg Win / Avg Loss | 0.5897 | 0.4998 | 1.434 | 0.4761 | 0.3046 | 4.1167 |
Largest Winning Trade | 119821 | 119821 | 37664 | 102609 | 102609 | 99404 |
Largest Losing Trade | -61699 | -61699 | -26992 | -283022 | -283022 | -20147 |
Avg Bars in Trades | 41 | 57 | 26 | 41 | 57 | 26 |
Avg Bars in Winners | 20 | 21 | 18 | 20 | 21 | 18 |
Avg Bars in Losers | 126 | 169 | 63 | 126 | 169 | 63 |
Bars Traded | 3096 | 2134 | 962 | 3096 | 2134 | 962 |
Profit Streak | 48.896 | 48.896 | 334.896 | 48.896 | 48.896 | 334.896 |
Trades During Streak | 7 | 3 | 13 | 7 | 3 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53424 | -70056 | 745601 | -80065 | -576027 | 28778 |
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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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