Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413419.7297 | 135218.2307 | 278201.499 | 797509.5597 | 996618.0497 | -199108.49 |
Total P&L (%) | 413.4197 | 135.2182 | 278.2015 | 797.5096 | 996.6181 | -199.1085 |
Avg Daily Profit (%) | 0.2807 | 0.0918 | 0.1889 | 0.1491 | 0.1627 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95703 | -45444 | -89256 | -2460377 | -229346 | -2436392 |
Profit Factor | 3.3053 | 2.8164 | 3.6524 | 1.275 | 3.7599 | 0.9216 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 20 | 14 | 6 | 20 | 14 | 6 |
Profitability (%) | 67.2131 | 54.8387 | 80 | 67.2131 | 54.8387 | 80 |
Ratio Avg Win / Avg Loss | 1.6124 | 2.3194 | 0.9131 | 0.6219 | 3.0964 | 0.2304 |
Largest Winning Trade | 89425 | 89425 | 39448 | 558593 | 558593 | 466777 |
Largest Losing Trade | -86441 | -19575 | -86441 | -2426150 | -118555 | -2426150 |
Avg Bars in Trades | 38 | 10 | 67 | 38 | 10 | 67 |
Avg Bars in Winners | 40 | 9 | 62 | 40 | 9 | 62 |
Avg Bars in Losers | 34 | 12 | 85 | 34 | 12 | 85 |
Bars Traded | 2346 | 334 | 2012 | 2346 | 334 | 2012 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149138 | -64168 | 554265 | -159107 | 556908 | -576936 |
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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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