Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317744.9608 | 35120.8177 | 282624.1431 | 730334.7366 | -22531.9874 | 752866.724 |
Total P&L (%) | 317.745 | 35.1208 | 282.6241 | 730.3347 | -22.532 | 752.8667 |
Avg Daily Profit (%) | 0.2094 | 0.0231 | 0.1863 | 0.1396 | -0.0168 | 0.1414 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96458 | -64436 | -63070 | -1320080 | -642010 | -1064974 |
Profit Factor | 2.0378 | 1.1776 | 3.6068 | 1.247 | 0.986 | 1.5603 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 53.5211 | 41.6667 | 65.7143 | 53.5211 | 41.6667 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.7696 | 1.6486 | 1.8818 | 1.083 | 1.3804 | 0.814 |
Largest Winning Trade | 60205 | 60205 | 56691 | 476557 | 476557 | 332251 |
Largest Losing Trade | -34609 | -33927 | -34609 | -628242 | -419575 | -628242 |
Avg Bars in Trades | 79 | 60 | 99 | 79 | 60 | 99 |
Avg Bars in Winners | 73 | 57 | 84 | 73 | 57 | 84 |
Avg Bars in Losers | 86 | 62 | 129 | 86 | 62 | 129 |
Bars Traded | 5662 | 2171 | 3491 | 5662 | 2171 | 3491 |
Profit Streak | 0 | 0 | 160.8062 | 0 | 0 | 160.8062 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78968 | -191907 | 621717 | -97034 | -582354 | -894 |
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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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