Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345992.4309 | 257785.3253 | 88207.1055 | 785078.7805 | 1191800.2567 | -406721.4762 |
Total P&L (%) | 345.9924 | 257.7853 | 88.2071 | 785.0788 | 1191.8003 | -406.7215 |
Avg Daily Profit (%) | 0.2435 | 0.1814 | 0.0621 | 0.1536 | 0.1802 | 0 |
Buy And Hold Return (%) | 37.9505 | 37.9505 | 37.9505 | 37.9505 | 37.9505 | 37.9505 |
Max Trade Drawdown | -70735 | -46444 | -57911 | -1422335 | -263458 | -1256997 |
Profit Factor | 2.0206 | 3.1201 | 1.4057 | 1.2342 | 2.2155 | 0.8285 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 64.1975 | 67.5 | 60.9756 | 64.1975 | 67.5 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.1269 | 1.5023 | 0.8997 | 0.6883 | 1.0667 | 0.5303 |
Largest Winning Trade | 67829 | 67829 | 56518 | 529598 | 529598 | 410220 |
Largest Losing Trade | -53731 | -30294 | -53731 | -1172984 | -196916 | -1172984 |
Avg Bars in Trades | 31 | 37 | 24 | 31 | 37 | 24 |
Avg Bars in Winners | 26 | 24 | 29 | 26 | 24 | 29 |
Avg Bars in Losers | 38 | 65 | 16 | 38 | 65 | 16 |
Bars Traded | 2517 | 1509 | 1008 | 2517 | 1509 | 1008 |
Profit Streak | 36.2744 | 36.2744 | 39.2744 | 36.2744 | 36.2744 | 39.2744 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2000 | 580531 | -112980 | -7066 | 497294 | -578053 |
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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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