Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314406.5426 | 214554.7155 | 99851.8271 | 85599.4688 | 125989.4634 | -40389.9946 |
Total P&L (%) | 314.4065 | 214.5547 | 99.8518 | 85.5995 | 125.9895 | -40.39 |
Avg Daily Profit (%) | 0.3091 | 0.2109 | 0.0982 | 0.0608 | 0.0802 | -0.0508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162862 | -79441 | -119085 | -631819 | -182041 | -467425 |
Profit Factor | 1.6333 | 2.3694 | 1.2938 | 1.0775 | 1.3879 | 0.9482 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 43 | 18 | 25 | 25 | 14 | 11 |
Losing Trades | 22 | 14 | 8 | 40 | 18 | 22 |
Profitability (%) | 66.1538 | 56.25 | 75.7576 | 38.4615 | 43.75 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.8356 | 1.8428 | 0.414 | 1.7239 | 1.7845 | 1.8965 |
Largest Winning Trade | 70018 | 70018 | 48805 | 292103 | 94451 | 292103 |
Largest Losing Trade | -119085 | -42259 | -119085 | -117342 | -89744 | -117342 |
Avg Bars in Trades | 90 | 87 | 93 | 90 | 87 | 93 |
Avg Bars in Winners | 74 | 65 | 81 | 101 | 96 | 106 |
Avg Bars in Losers | 121 | 116 | 130 | 84 | 80 | 86 |
Bars Traded | 5889 | 2806 | 3083 | 5889 | 2806 | 3083 |
Profit Streak | 12.8209 | 0 | 143.1542 | 12.8209 | 0 | 175.1542 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124426 | 468183 | -58861 | -386102 | -86637 | -583095 |
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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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