Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852289.5424 | 924637.9452 | -72348.4028 | 99646.8583 | 346468.2233 | -246821.365 |
Total P&L (%) | 852.2895 | 924.6379 | -72.3484 | 99.6469 | 346.4682 | -246.8214 |
Avg Daily Profit (%) | 0.47 | 0.5099 | -0.0399 | 0.0381 | 0.0825 | 0 |
Buy And Hold Return (%) | 553.2168 | 553.2168 | 553.2168 | 553.2168 | 553.2168 | 553.2168 |
Max Trade Drawdown | -137739 | -76208 | -153071 | -190279 | -108004 | -290034 |
Profit Factor | 2.2243 | 4.2614 | 0.8247 | 1.0999 | 1.8626 | 0.5855 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 50.5495 | 53.3333 | 47.8261 | 50.5495 | 53.3333 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.1759 | 3.7287 | 0.8996 | 1.076 | 1.6298 | 0.6387 |
Largest Winning Trade | 469867 | 469867 | 77751 | 186954 | 186954 | 67484 |
Largest Losing Trade | -55594 | -43613 | -55594 | -99106 | -63224 | -99106 |
Avg Bars in Trades | 236 | 210 | 262 | 236 | 210 | 262 |
Avg Bars in Winners | 313 | 256 | 374 | 313 | 256 | 374 |
Avg Bars in Losers | 158 | 157 | 159 | 158 | 157 | 159 |
Bars Traded | 21543 | 9466 | 12077 | 21543 | 9466 | 12077 |
Profit Streak | 27.6306 | 98.0473 | 27.6306 | 27.6306 | 98.0473 | 27.6306 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 231943 | 385760 | -580538 | -416520 | -243133 | -580538 |
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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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