Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227699.9822 | 57878.2882 | 169821.6941 | 132939.2309 | -184372.4521 | 317311.683 |
Total P&L (%) | 227.7 | 57.8783 | 169.8217 | 132.9392 | -184.3725 | 317.3117 |
Avg Daily Profit (%) | 0.2184 | 0.0555 | 0.1629 | 0.0811 | 0 | 0.1371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87195 | -78046 | -33224 | -250024 | -329649 | -74498 |
Profit Factor | 1.6471 | 1.2362 | 2.5893 | 1.1536 | 0.7183 | 2.5059 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 54.2857 | 54.2857 | 54.2857 | 54.2857 | 54.2857 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.3871 | 1.041 | 2.1805 | 0.9715 | 0.6049 | 2.1102 |
Largest Winning Trade | 88802 | 88802 | 36638 | 88802 | 88802 | 78758 |
Largest Losing Trade | -67133 | -67133 | -27650 | -228802 | -228802 | -59257 |
Avg Bars in Trades | 85 | 107 | 63 | 85 | 107 | 63 |
Avg Bars in Winners | 76 | 75 | 77 | 76 | 75 | 77 |
Avg Bars in Losers | 96 | 145 | 46 | 96 | 145 | 46 |
Bars Traded | 6005 | 3775 | 2230 | 6005 | 3775 | 2230 |
Profit Streak | 15.4401 | 15.4401 | 28.6067 | 15.4401 | 15.4401 | 28.6067 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86671 | -118778 | 513082 | -234273 | -579649 | -3200 |
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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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