Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354507.3489 | 115996.916 | 238510.4329 | 347325.9771 | 10259.9789 | 337065.9981 |
Total P&L (%) | 354.5073 | 115.9969 | 238.5104 | 347.326 | 10.26 | 337.066 |
Avg Daily Profit (%) | 0.2348 | 0.0768 | 0.158 | 0.0993 | 0.0065 | 0.0977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111193 | -86203 | -69608 | -547767 | -363128 | -448587 |
Profit Factor | 1.6157 | 1.3568 | 1.9514 | 1.2448 | 1.014 | 1.4913 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 54.8872 | 50.7463 | 59.0909 | 54.8872 | 50.7463 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.328 | 1.3169 | 1.351 | 1.0231 | 0.9842 | 1.0325 |
Largest Winning Trade | 83675 | 83675 | 47064 | 155545 | 136425 | 155545 |
Largest Losing Trade | -64076 | -40681 | -64076 | -155735 | -155735 | -139167 |
Avg Bars in Trades | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Winners | 40 | 27 | 51 | 40 | 27 | 51 |
Avg Bars in Losers | 22 | 29 | 14 | 22 | 29 | 14 |
Bars Traded | 4312 | 1909 | 2403 | 4312 | 1909 | 2403 |
Profit Streak | 0 | 0 | 77.5061 | 0 | 0 | 77.5061 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390674 | -206233 | -111726 | -59695 | -664972 | -182809 |
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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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