Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209413.054 | 257670.9101 | -48257.8561 | -75376.8202 | 701368.3737 | -776745.1939 |
Total P&L (%) | 209.4131 | 257.6709 | -48.2579 | -75.3768 | 701.3684 | -776.7452 |
Avg Daily Profit (%) | 0.1719 | 0.2115 | -0.0396 | -0.115 | 0.171 | 0 |
Buy And Hold Return (%) | 19.7064 | 19.7064 | 19.7064 | 19.7064 | 19.7064 | 19.7064 |
Max Trade Drawdown | -310740 | -106933 | -229374 | -1245958 | -195054 | -1065509 |
Profit Factor | 1.312 | 1.808 | 0.863 | 0.95 | 2.9662 | 0.3251 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 46.3415 | 43.9024 | 48.7805 | 46.3415 | 43.9024 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.5191 | 2.3102 | 0.9062 | 1.1 | 3.7901 | 0.3413 |
Largest Winning Trade | 174346 | 174346 | 36314 | 585663 | 585663 | 105028 |
Largest Losing Trade | -75991 | -31620 | -75991 | -955641 | -66159 | -955641 |
Avg Bars in Trades | 57 | 60 | 53 | 57 | 60 | 53 |
Avg Bars in Winners | 63 | 70 | 56 | 63 | 70 | 56 |
Avg Bars in Losers | 51 | 53 | 50 | 51 | 53 | 50 |
Bars Traded | 4676 | 2489 | 2187 | 4676 | 2489 | 2187 |
Profit Streak | 42.3962 | 42.3962 | 53.3962 | 42.3962 | 42.3962 | 53.3962 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -564 | 337136 | -580653 | -588324 | 420126 | -580653 |
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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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