Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351659.1763 | 289575.0868 | 62084.0894 | 519390.2161 | 520204.4584 | -814.2423 |
Total P&L (%) | 351.6592 | 289.5751 | 62.0841 | 519.3902 | 520.2045 | -0.8142 |
Avg Daily Profit (%) | 0.2567 | 0.2114 | 0.0453 | 0.1332 | 0.1333 | -0.0006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86226 | -84422 | -24960 | -1264589 | -1223896 | -322235 |
Profit Factor | 2.3217 | 2.3538 | 2.1903 | 1.2095 | 1.2634 | 0.9984 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Losing Trades | 20 | 6 | 14 | 20 | 6 | 14 |
Profitability (%) | 75.9036 | 85.3659 | 66.6667 | 75.9036 | 85.3659 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7371 | 0.4035 | 1.0952 | 0.384 | 0.2166 | 0.4992 |
Largest Winning Trade | 58623 | 58623 | 16614 | 434969 | 434969 | 97610 |
Largest Losing Trade | -69619 | -69619 | -9597 | -836308 | -836308 | -149254 |
Avg Bars in Trades | 71 | 137 | 6 | 71 | 137 | 6 |
Avg Bars in Winners | 28 | 47 | 5 | 28 | 47 | 5 |
Avg Bars in Losers | 205 | 666 | 8 | 205 | 666 | 8 |
Bars Traded | 5912 | 5655 | 256 | 5912 | 5655 | 256 |
Profit Streak | 21.2096 | 92.2096 | 21.2096 | 21.2096 | 92.2096 | 21.2096 |
Trades During Streak | 2 | 8 | 1 | 2 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473758 | 555838 | -126815 | -13498 | -10436 | -577745 |
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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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