Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504854.6991 | 420750.0195 | 84104.6796 | 292693.6219 | -197530.9832 | 490224.6051 |
Total P&L (%) | 504.8547 | 420.75 | 84.1047 | 292.6936 | -197.531 | 490.2246 |
Avg Daily Profit (%) | 0.2144 | 0.1787 | 0.0357 | 0.0581 | 0 | 0.0754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84721 | -69716 | -29170 | -1351583 | -1342430 | -180243 |
Profit Factor | 2.048 | 2.1996 | 1.6421 | 1.0995 | 0.9187 | 1.9564 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 58.4416 | 60.5263 | 56.4103 | 58.4416 | 60.5263 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.4564 | 1.4345 | 1.2689 | 0.7818 | 0.5992 | 1.5118 |
Largest Winning Trade | 201390 | 201390 | 23834 | 454514 | 454514 | 315717 |
Largest Losing Trade | -69716 | -69716 | -28289 | -1147226 | -1147226 | -157502 |
Avg Bars in Trades | 165 | 308 | 25 | 165 | 308 | 25 |
Avg Bars in Winners | 117 | 199 | 31 | 117 | 199 | 31 |
Avg Bars in Losers | 232 | 476 | 17 | 232 | 476 | 17 |
Bars Traded | 12726 | 11730 | 996 | 12726 | 11730 | 996 |
Profit Streak | 198.7311 | 0 | 307.7311 | 198.7311 | 0 | 307.7311 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33371 | 428062 | -141094 | -272425 | -579400 | -86441 |
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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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