Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85694.1894 | -69641.1652 | 155335.3546 | -25162.5507 | -118538.1963 | 93375.6456 |
Total P&L (%) | 85.6942 | -69.6412 | 155.3354 | -25.1626 | -118.5382 | 93.3756 |
Avg Daily Profit (%) | 0.0824 | -0.067 | 0.1494 | -0.0279 | 0 | 0.0635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134058 | -124974 | -84279 | -159218 | -156049 | -75369 |
Profit Factor | 1.2153 | 0.7383 | 2.1774 | 0.9287 | 0.5124 | 1.8509 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 67.1642 | 61.7647 | 72.7273 | 67.1642 | 61.7647 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.5941 | 0.4571 | 0.8165 | 0.454 | 0.3172 | 0.6941 |
Largest Winning Trade | 31916 | 31916 | 31003 | 36181 | 16703 | 36181 |
Largest Losing Trade | -55807 | -41665 | -55807 | -45073 | -45073 | -37881 |
Avg Bars in Trades | 58 | 60 | 55 | 58 | 60 | 55 |
Avg Bars in Winners | 39 | 31 | 45 | 39 | 31 | 45 |
Avg Bars in Losers | 97 | 106 | 83 | 97 | 106 | 83 |
Bars Traded | 3895 | 2059 | 1836 | 3895 | 2059 | 1836 |
Profit Streak | 17.4845 | 94.2345 | 17.4845 | 17.4845 | 94.2345 | 17.4845 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -202287 | -577828 | 406494 | -698075 | -577828 | -103967 |
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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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