Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315674.781 | 40427.2843 | 275247.4967 | 226443.0289 | 93767.81 | 132675.2189 |
Total P&L (%) | 315.6748 | 40.4273 | 275.2475 | 226.443 | 93.7678 | 132.6752 |
Avg Daily Profit (%) | 0.2059 | 0.0264 | 0.1795 | 0.0772 | 0.0432 | 0.0551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140437 | -87274 | -99238 | -1427556 | -384994 | -1271490 |
Profit Factor | 1.6439 | 1.1393 | 2.3757 | 1.0727 | 1.0743 | 1.0716 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 34 | 23 | 11 | 34 | 23 | 11 |
Profitability (%) | 58.0247 | 43.9024 | 72.5 | 58.0247 | 43.9024 | 72.5 |
Ratio Avg Win / Avg Loss | 1.1892 | 1.4558 | 0.9011 | 0.776 | 1.3727 | 0.4065 |
Largest Winning Trade | 57667 | 57667 | 44265 | 247811 | 208290 | 247811 |
Largest Losing Trade | -70614 | -32892 | -70614 | -1104737 | -170966 | -1104737 |
Avg Bars in Trades | 102 | 70 | 135 | 102 | 70 | 135 |
Avg Bars in Winners | 86 | 70 | 95 | 86 | 70 | 95 |
Avg Bars in Losers | 125 | 70 | 241 | 125 | 70 | 241 |
Bars Traded | 8326 | 2891 | 5435 | 8326 | 2891 | 5435 |
Profit Streak | 105.6324 | 105.6324 | 177.2991 | 105.6324 | 105.6324 | 177.2991 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3893 | -228504 | 485792 | -245719 | -275501 | -258504 |
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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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