Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694064.0373 | 559654.918 | 134409.1194 | 1535269.0388 | 216745.4605 | 1318523.5783 |
Total P&L (%) | 694.064 | 559.6549 | 134.4091 | 1535.269 | 216.7455 | 1318.5236 |
Avg Daily Profit (%) | 0.3726 | 0.3004 | 0.0721 | 0.1501 | 0.0619 | 0.1425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65890 | -92878 | -33802 | -1481617 | -1560303 | -708555 |
Profit Factor | 2.9906 | 3.8342 | 1.8889 | 1.2437 | 1.0602 | 1.4884 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 37 | 13 | 24 | 37 | 13 | 24 |
Losing Trades | 44 | 27 | 17 | 44 | 27 | 17 |
Profitability (%) | 45.679 | 32.5 | 58.5366 | 45.679 | 32.5 | 58.5366 |
Ratio Avg Win / Avg Loss | 3.5564 | 7.9634 | 1.338 | 1.479 | 2.202 | 1.0543 |
Largest Winning Trade | 442339 | 442339 | 56368 | 962902 | 962902 | 650944 |
Largest Losing Trade | -37929 | -37929 | -19403 | -761898 | -761898 | -512393 |
Avg Bars in Trades | 86 | 102 | 69 | 86 | 102 | 69 |
Avg Bars in Winners | 119 | 188 | 82 | 119 | 188 | 82 |
Avg Bars in Losers | 57 | 61 | 51 | 57 | 61 | 51 |
Bars Traded | 6982 | 4118 | 2864 | 6982 | 4118 | 2864 |
Profit Streak | 109.1796 | 0 | 153.9296 | 109.1796 | 0 | 153.9296 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2171 | 326108 | -92417 | -10044 | -270231 | 18495 |
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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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