Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413027.0875 | 374720.4411 | 38306.6464 | 278638.891 | 184809.8928 | 93828.9983 |
Total P&L (%) | 413.0271 | 374.7204 | 38.3066 | 278.6389 | 184.8099 | 93.829 |
Avg Daily Profit (%) | 0.3965 | 0.3597 | 0.0368 | 0.1279 | 0.1005 | 0.0636 |
Buy And Hold Return (%) | 128.7129 | 128.7129 | 128.7129 | 128.7129 | 128.7129 | 128.7129 |
Max Trade Drawdown | -70365 | -73286 | -3977 | -325945 | -339719 | -17272 |
Profit Factor | 2.5942 | 2.5427 | 3.3659 | 1.2911 | 1.2047 | 2.7278 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 43 | 27 | 16 | 43 | 27 | 16 |
Profitability (%) | 57.4257 | 46 | 68.6275 | 57.4257 | 46 | 68.6275 |
Ratio Avg Win / Avg Loss | 1.9233 | 2.985 | 1.5387 | 0.9572 | 1.4142 | 1.247 |
Largest Winning Trade | 372814 | 372814 | 6588 | 451520 | 451520 | 11751 |
Largest Losing Trade | -30922 | -30922 | -2653 | -184887 | -184887 | -12180 |
Avg Bars in Trades | 234 | 467 | 5 | 234 | 467 | 5 |
Avg Bars in Winners | 222 | 552 | 5 | 222 | 552 | 5 |
Avg Bars in Losers | 250 | 395 | 5 | 250 | 395 | 5 |
Bars Traded | 23662 | 23396 | 266 | 23662 | 23396 | 266 |
Profit Streak | 43.5441 | 83.9191 | 43.5441 | 43.5441 | 83.9191 | 43.5441 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487470 | -169602 | -479647 | -27485 | -269698 | -446562 |
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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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