Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202602.6539 | 17244.7486 | 185357.9052 | 263794.0495 | -285604.5078 | 549398.5573 |
Total P&L (%) | 202.6027 | 17.2447 | 185.3579 | 263.794 | -285.6045 | 549.3986 |
Avg Daily Profit (%) | 0.1574 | 0.0134 | 0.144 | 0.1004 | 0 | 0.1454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63034 | -90044 | -22349 | -440709 | -582201 | -77921 |
Profit Factor | 2.1656 | 1.1229 | 6.5419 | 1.2947 | 0.6223 | 4.9561 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 11 | 6 | 5 | 11 | 6 | 5 |
Profitability (%) | 84.7222 | 83.3333 | 86.1111 | 84.7222 | 83.3333 | 86.1111 |
Ratio Avg Win / Avg Loss | 0.3905 | 0.2246 | 1.0551 | 0.2335 | 0.1245 | 0.7994 |
Largest Winning Trade | 22540 | 18322 | 22540 | 89340 | 65734 | 89340 |
Largest Losing Trade | -63034 | -63034 | -22349 | -433769 | -433769 | -77921 |
Avg Bars in Trades | 32 | 27 | 36 | 32 | 27 | 36 |
Avg Bars in Winners | 18 | 7 | 28 | 18 | 7 | 28 |
Avg Bars in Losers | 111 | 127 | 91 | 111 | 127 | 91 |
Bars Traded | 2324 | 995 | 1329 | 2324 | 995 | 1329 |
Profit Streak | 0 | 0 | 240.1306 | 0 | 0 | 240.1306 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70553 | -266242 | 449850 | -139766 | -576289 | 446842 |
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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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