Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320588.9909 | 242187.1513 | 78401.8395 | 12336.8031 | 38423.8293 | -26087.0261 |
Total P&L (%) | 320.589 | 242.1872 | 78.4018 | 12.3368 | 38.4238 | -26.087 |
Avg Daily Profit (%) | 0.2354 | 0.1778 | 0.0576 | 0.0085 | 0.0239 | -0.0222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65188 | -87841 | -68134 | -67470 | -90237 | -44806 |
Profit Factor | 1.6611 | 2.1604 | 1.2838 | 1.0323 | 1.2623 | 0.8892 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 56 | 45.9459 | 65.7895 | 56 | 45.9459 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.3051 | 2.5417 | 0.6676 | 0.8111 | 1.4851 | 0.4624 |
Largest Winning Trade | 129000 | 129000 | 47828 | 35473 | 35473 | 33728 |
Largest Losing Trade | -85500 | -28300 | -85500 | -85500 | -28780 | -85500 |
Avg Bars in Trades | 101 | 112 | 91 | 101 | 112 | 91 |
Avg Bars in Winners | 126 | 158 | 105 | 126 | 158 | 105 |
Avg Bars in Losers | 69 | 73 | 63 | 69 | 73 | 63 |
Bars Traded | 7612 | 4151 | 3461 | 7612 | 4151 | 3461 |
Profit Streak | 78.2606 | 86.594 | 78.2606 | 78.2606 | 86.594 | 78.2606 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49299 | 379030 | -115109 | -520415 | -164489 | -578160 |
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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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