Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370596.2988 | 330674.9695 | 39921.3292 | 573367.0499 | 690427.5454 | -117060.4955 |
Total P&L (%) | 370.5963 | 330.675 | 39.9213 | 573.3671 | 690.4275 | -117.0605 |
Avg Daily Profit (%) | 0.2625 | 0.2342 | 0.0283 | 0.1352 | 0.1465 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83268 | -112027 | -59289 | -397566 | -494262 | -387699 |
Profit Factor | 2.0086 | 2.3036 | 1.3509 | 1.3281 | 1.6072 | 0.8083 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 77.5281 | 79.5455 | 75.5556 | 77.5281 | 79.5455 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.5822 | 0.5924 | 0.4371 | 0.3849 | 0.4133 | 0.2615 |
Largest Winning Trade | 42832 | 42832 | 16113 | 170736 | 170736 | 45577 |
Largest Losing Trade | -64277 | -64277 | -46804 | -320095 | -319718 | -320095 |
Avg Bars in Trades | 84 | 162 | 8 | 84 | 162 | 8 |
Avg Bars in Winners | 27 | 50 | 4 | 27 | 50 | 4 |
Avg Bars in Losers | 279 | 598 | 18 | 279 | 598 | 18 |
Bars Traded | 7506 | 7136 | 370 | 7506 | 7136 | 370 |
Profit Streak | 573.0739 | 597.4072 | 573.0739 | 573.0739 | 597.4072 | 573.0739 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526639 | 532562 | -153990 | -8135 | 307282 | -576162 |
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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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