Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394653.9931 | 317773.9389 | 76880.0542 | 864974.1975 | 484544.2785 | 380429.919 |
Total P&L (%) | 394.654 | 317.7739 | 76.8801 | 864.9742 | 484.5443 | 380.4299 |
Avg Daily Profit (%) | 0.2773 | 0.2233 | 0.054 | 0.1594 | 0.1241 | 0.1103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71031 | -45026 | -81041 | -186288 | -156165 | -161814 |
Profit Factor | 2.2856 | 3.0462 | 1.5069 | 2.1558 | 2.033 | 2.362 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 59.1549 | 60 | 58.3333 | 59.1549 | 60 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.5782 | 2.0308 | 1.0763 | 1.4885 | 1.3553 | 1.6871 |
Largest Winning Trade | 144582 | 144582 | 36684 | 298433 | 298433 | 172848 |
Largest Losing Trade | -45026 | -45026 | -33993 | -131618 | -131618 | -56142 |
Avg Bars in Trades | 50 | 61 | 39 | 50 | 61 | 39 |
Avg Bars in Winners | 54 | 59 | 50 | 54 | 59 | 50 |
Avg Bars in Losers | 43 | 64 | 25 | 43 | 64 | 25 |
Bars Traded | 3567 | 2138 | 1429 | 3567 | 2138 | 1429 |
Profit Streak | 28.472 | 0 | 331.1387 | 28.472 | 0 | 331.1387 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76639 | 537327 | -116935 | -78592 | -23262 | -38695 |
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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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