Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369748.7182 | 352504.9462 | 17243.772 | -250762.6852 | -264468.379 | 13705.6938 |
Total P&L (%) | 369.7487 | 352.5049 | 17.2438 | -250.7627 | -264.4684 | 13.7057 |
Avg Daily Profit (%) | 0.1986 | 0.1894 | 0.0093 | 0 | 0 | 0.0069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -268169 | -174006 | -133578 | -938649 | -810521 | -159531 |
Profit Factor | 1.6337 | 1.9809 | 1.077 | 0.8186 | 0.7407 | 1.0378 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 44 | 23 | 21 | 32 | 16 | 16 |
Losing Trades | 23 | 10 | 13 | 35 | 17 | 18 |
Profitability (%) | 65.6716 | 69.697 | 61.7647 | 47.7612 | 48.4848 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.854 | 0.8612 | 0.6667 | 0.8953 | 0.787 | 1.1675 |
Largest Winning Trade | 174812 | 174812 | 29133 | 282113 | 282113 | 148167 |
Largest Losing Trade | -130559 | -58851 | -130559 | -378911 | -378911 | -136893 |
Avg Bars in Trades | 310 | 565 | 63 | 310 | 565 | 63 |
Avg Bars in Winners | 164 | 277 | 40 | 168 | 298 | 38 |
Avg Bars in Losers | 590 | 1226 | 101 | 441 | 816 | 86 |
Bars Traded | 20828 | 18656 | 2172 | 20828 | 18656 | 2172 |
Profit Streak | 153.7542 | 188.6709 | 153.7542 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109661 | 446494 | -324252 | -702926 | -581392 | -414179 |
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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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