Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584895.4223 | 539385.5762 | 45509.8462 | 83701.6029 | 197918.7119 | -114217.109 |
Total P&L (%) | 584.8954 | 539.3856 | 45.5098 | 83.7016 | 197.9187 | -114.2171 |
Avg Daily Profit (%) | 0.2487 | 0.2294 | 0.0194 | 0.0259 | 0.0464 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142402 | -148574 | -172351 | -328286 | -342390 | -353734 |
Profit Factor | 1.9977 | 2.5474 | 1.1915 | 1.081 | 1.3341 | 0.7413 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 45.0704 | 42.8571 | 47.2222 | 45.0704 | 42.8571 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.4347 | 3.3965 | 1.3316 | 1.3174 | 1.7788 | 0.8285 |
Largest Winning Trade | 324590 | 324590 | 65457 | 191832 | 191832 | 73253 |
Largest Losing Trade | -58381 | -58381 | -57889 | -166044 | -135589 | -166044 |
Avg Bars in Trades | 116 | 163 | 71 | 116 | 163 | 71 |
Avg Bars in Winners | 126 | 162 | 94 | 126 | 162 | 94 |
Avg Bars in Losers | 109 | 165 | 50 | 109 | 165 | 50 |
Bars Traded | 8305 | 5737 | 2568 | 8305 | 5737 | 2568 |
Profit Streak | 242.1261 | 0 | 642.3761 | 242.1261 | 0 | 642.3761 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80354 | 372887 | -178362 | -382397 | -132278 | -580495 |
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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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