Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236460.7282 | 191331.1958 | 45129.5324 | 232615.2737 | 273530.0253 | -40914.7516 |
Total P&L (%) | 236.4607 | 191.3312 | 45.1295 | 232.6153 | 273.53 | -40.9148 |
Avg Daily Profit (%) | 0.2191 | 0.1773 | 0.0418 | 0.1114 | 0.1222 | -0.0487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82700 | -11208 | -86042 | -341799 | -27691 | -335879 |
Profit Factor | 2.22 | 7.9568 | 1.2713 | 1.3819 | 4.2014 | 0.9219 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 56.1404 | 55.1724 | 57.1429 | 56.1404 | 55.1724 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.7344 | 6.4649 | 0.9535 | 1.0796 | 3.4136 | 0.6914 |
Largest Winning Trade | 145263 | 145263 | 58304 | 145263 | 145263 | 142998 |
Largest Losing Trade | -29845 | -5912 | -29845 | -118658 | -18779 | -118658 |
Avg Bars in Trades | 97 | 13 | 183 | 97 | 13 | 183 |
Avg Bars in Winners | 143 | 18 | 268 | 143 | 18 | 268 |
Avg Bars in Losers | 37 | 7 | 70 | 37 | 7 | 70 |
Bars Traded | 5533 | 393 | 5140 | 5533 | 393 | 5140 |
Profit Streak | 139.94 | 139.94 | 321.6067 | 139.94 | 139.94 | 321.6067 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165733 | 627092 | -159335 | -221395 | -21213 | -599541 |
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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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