Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584698.879 | 531230.9141 | 53467.9648 | -53954.0206 | -215601.1274 | 161647.1068 |
Total P&L (%) | 584.6989 | 531.2309 | 53.468 | -53.954 | -215.6011 | 161.6471 |
Avg Daily Profit (%) | 0.3956 | 0.3594 | 0.0362 | -0.0525 | 0 | 0.0651 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209703 | -211841 | -51685 | -743147 | -716234 | -158137 |
Profit Factor | 1.7776 | 1.8652 | 1.3877 | 0.9641 | 0.8175 | 1.5031 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 74 | 41 | 33 | 74 | 41 | 33 |
Profitability (%) | 34.5133 | 26.7857 | 42.1053 | 34.5133 | 26.7857 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.3729 | 5.0981 | 1.9081 | 1.8293 | 2.2346 | 2.0668 |
Largest Winning Trade | 482880 | 482880 | 45098 | 499729 | 499729 | 156345 |
Largest Losing Trade | -65811 | -65811 | -20615 | -233685 | -233685 | -158137 |
Avg Bars in Trades | 25 | 48 | 3 | 25 | 48 | 3 |
Avg Bars in Winners | 31 | 74 | 3 | 31 | 74 | 3 |
Avg Bars in Losers | 22 | 38 | 2 | 22 | 38 | 2 |
Bars Traded | 2896 | 2708 | 188 | 2896 | 2708 | 188 |
Profit Streak | 57.3555 | 58.8555 | 57.3555 | 57.3555 | 58.8555 | 57.3555 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310172 | -188776 | -326229 | -582464 | -779717 | -285860 |
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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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