Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270464.6959 | -3307.323 | 273772.0189 | 134300.6225 | 155064.2318 | -20763.6093 |
Total P&L (%) | 270.4647 | -3.3073 | 273.772 | 134.3006 | 155.0642 | -20.7636 |
Avg Daily Profit (%) | 0.1761 | -0.0022 | 0.1783 | 0.0555 | 0.061 | -0.0152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114518 | -80291 | -100407 | -1103122 | -187084 | -1002656 |
Profit Factor | 1.669 | 0.9865 | 2.7233 | 1.0743 | 1.2533 | 0.9826 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 28 | 19 | 9 | 28 | 19 | 9 |
Profitability (%) | 58.209 | 44.1176 | 72.7273 | 58.209 | 44.1176 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.1983 | 1.2496 | 1.0212 | 0.7713 | 1.5875 | 0.3685 |
Largest Winning Trade | 38473 | 30137 | 38473 | 197188 | 197188 | 181627 |
Largest Losing Trade | -79823 | -35778 | -79823 | -952680 | -107577 | -952680 |
Avg Bars in Trades | 65 | 34 | 95 | 65 | 34 | 95 |
Avg Bars in Winners | 60 | 33 | 76 | 60 | 33 | 76 |
Avg Bars in Losers | 71 | 36 | 146 | 71 | 36 | 146 |
Bars Traded | 4355 | 1189 | 3166 | 4355 | 1189 | 3166 |
Profit Streak | 97.1823 | 106.1823 | 97.1823 | 97.1823 | 106.1823 | 97.1823 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109110 | -580458 | 540045 | -377889 | -111921 | -577297 |
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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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