Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371789.9824 | 322479.5464 | 49310.436 | 395501.6847 | 224043.9551 | 171457.7296 |
Total P&L (%) | 371.79 | 322.4795 | 49.3104 | 395.5017 | 224.044 | 171.4577 |
Avg Daily Profit (%) | 0.188 | 0.1631 | 0.0249 | 0.081 | 0.0595 | 0.0505 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79546 | -43787 | -148091 | -120740 | -158823 | -144208 |
Profit Factor | 2.1151 | 3.7791 | 1.2268 | 1.7296 | 2.0315 | 1.5277 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 36.2069 | 34.4828 | 37.931 | 36.2069 | 34.4828 | 37.931 |
Ratio Avg Win / Avg Loss | 3.7266 | 7.1803 | 2.0076 | 3.0473 | 3.8599 | 2.4999 |
Largest Winning Trade | 104088 | 104088 | 70511 | 170466 | 170466 | 164912 |
Largest Losing Trade | -43441 | -17145 | -43441 | -92687 | -63319 | -92687 |
Avg Bars in Trades | 63 | 60 | 67 | 63 | 60 | 67 |
Avg Bars in Winners | 138 | 142 | 134 | 138 | 142 | 134 |
Avg Bars in Losers | 21 | 16 | 27 | 21 | 16 | 27 |
Bars Traded | 3705 | 1740 | 1965 | 3705 | 1740 | 1965 |
Profit Streak | 582.1391 | 709.6391 | 0 | 582.1391 | 709.6391 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173017 | 326609 | -164953 | -266135 | -114781 | -127617 |
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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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