Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837143.9166 | 806882.8421 | 30261.0746 | -73537.0781 | -57719.8624 | -15817.2157 |
Total P&L (%) | 837.1439 | 806.8828 | 30.2611 | -73.5371 | -57.7199 | -15.8172 |
Avg Daily Profit (%) | 0.356 | 0.3431 | 0.0129 | -0.0565 | -0.0366 | -0.0073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180747 | -106169 | -193170 | -127178 | -66671 | -101477 |
Profit Factor | 2.3177 | 3.9223 | 1.0842 | 0.7711 | 0.6148 | 0.9078 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 49.2537 | 45.4545 | 52.9412 | 49.2537 | 45.4545 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.388 | 4.7068 | 0.9638 | 0.7945 | 0.7378 | 0.8069 |
Largest Winning Trade | 826240 | 826240 | 65143 | 42480 | 19191 | 42480 |
Largest Losing Trade | -90505 | -34334 | -90505 | -43743 | -20748 | -43743 |
Avg Bars in Trades | 137 | 118 | 155 | 137 | 118 | 155 |
Avg Bars in Winners | 175 | 172 | 178 | 175 | 172 | 178 |
Avg Bars in Losers | 100 | 74 | 130 | 100 | 74 | 130 |
Bars Traded | 9222 | 3926 | 5296 | 9222 | 3926 | 5296 |
Profit Streak | 44.7946 | 0 | 67.0446 | 44.7946 | 0 | 67.0446 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106950 | 521038 | -307332 | -701512 | -582570 | -579855 |
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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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