Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347722.1766 | 334656.8934 | 13065.2832 | -67286.2259 | 650568.8288 | -717855.0547 |
Total P&L (%) | 347.7222 | 334.6569 | 13.0653 | -67.2862 | 650.5688 | -717.8551 |
Avg Daily Profit (%) | 0.1586 | 0.1526 | 0.006 | -0.051 | 0.092 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247910 | -189504 | -150349 | -997856 | -218187 | -992127 |
Profit Factor | 1.4955 | 1.8449 | 1.0428 | 0.9606 | 2.5458 | 0.4419 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 47.3684 | 42.1053 | 52.6316 | 47.3684 | 42.1053 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.6617 | 2.5367 | 0.9385 | 1.0673 | 3.5004 | 0.3977 |
Largest Winning Trade | 184298 | 184298 | 53100 | 287368 | 287368 | 150963 |
Largest Losing Trade | -80129 | -47588 | -80129 | -573759 | -134629 | -573759 |
Avg Bars in Trades | 108 | 124 | 93 | 108 | 124 | 93 |
Avg Bars in Winners | 110 | 127 | 96 | 110 | 127 | 96 |
Avg Bars in Losers | 107 | 121 | 89 | 107 | 121 | 89 |
Bars Traded | 8265 | 4722 | 3543 | 8265 | 4722 | 3543 |
Profit Streak | 164.7468 | 164.7468 | 237.4968 | 164.7468 | 164.7468 | 237.4968 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43732 | 310550 | -428708 | -632501 | -66990 | -579045 |
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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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