Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690292.8175 | 526328.6642 | 163964.1533 | 135652.3049 | -982199.1278 | 1117851.4327 |
Total P&L (%) | 690.2928 | 526.3287 | 163.9642 | 135.6523 | -982.1991 | 1117.8514 |
Avg Daily Profit (%) | 0.3823 | 0.2915 | 0.0908 | 0.0475 | 0 | 0.1385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181809 | -181253 | -99919 | -3099634 | -2702112 | -966255 |
Profit Factor | 2.0961 | 2.3428 | 1.6896 | 1.0245 | 0.7266 | 1.5738 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 45.7447 | 40.4255 | 51.0638 | 45.7447 | 40.4255 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.4861 | 3.4526 | 1.6192 | 1.2151 | 1.0707 | 1.5083 |
Largest Winning Trade | 576078 | 576078 | 55231 | 889343 | 889343 | 504155 |
Largest Losing Trade | -71321 | -37226 | -71321 | -864742 | -837872 | -864742 |
Avg Bars in Trades | 36 | 46 | 27 | 36 | 46 | 27 |
Avg Bars in Winners | 43 | 59 | 31 | 43 | 59 | 31 |
Avg Bars in Losers | 31 | 37 | 23 | 31 | 37 | 23 |
Bars Traded | 3466 | 2175 | 1291 | 3466 | 2175 | 1291 |
Profit Streak | 38.6668 | 38.6668 | 65.1668 | 38.6668 | 38.6668 | 65.1668 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473976 | 366678 | -67464 | -323498 | -582207 | -3740 |
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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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