Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393818.4227 | 347258.2097 | 46560.2129 | 10491.7425 | 44123.6173 | -33631.8748 |
Total P&L (%) | 393.8184 | 347.2582 | 46.5602 | 10.4917 | 44.1236 | -33.6319 |
Avg Daily Profit (%) | 0.319 | 0.2813 | 0.0377 | 0.0081 | 0.0296 | -0.0332 |
Buy And Hold Return (%) | 155.2596 | 155.2596 | 155.2596 | 155.2596 | 155.2596 | 155.2596 |
Max Trade Drawdown | -160127 | -91226 | -94331 | -538718 | -375568 | -197639 |
Profit Factor | 1.7764 | 2.5389 | 1.1654 | 1.0093 | 1.0754 | 0.9386 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 58.9041 | 59.4595 | 58.3333 | 58.9041 | 59.4595 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.2394 | 1.7311 | 0.8324 | 0.7041 | 0.7332 | 0.6704 |
Largest Winning Trade | 90838 | 90838 | 32570 | 125494 | 123330 | 125494 |
Largest Losing Trade | -94331 | -40466 | -94331 | -250876 | -250876 | -197639 |
Avg Bars in Trades | 64 | 79 | 49 | 64 | 79 | 49 |
Avg Bars in Winners | 59 | 68 | 50 | 59 | 68 | 50 |
Avg Bars in Losers | 72 | 96 | 48 | 72 | 96 | 48 |
Bars Traded | 4737 | 2958 | 1779 | 4737 | 2958 | 1779 |
Profit Streak | 71.1232 | 83.3732 | 0 | 71.1232 | 83.3732 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66914 | 346840 | -347519 | -634099 | -456552 | -579699 |
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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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