Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226902.852 | 238174.639 | -11271.787 | 283381.2774 | 189717.4794 | 93663.798 |
Total P&L (%) | 226.9029 | 238.1746 | -11.2718 | 283.3813 | 189.7175 | 93.6638 |
Avg Daily Profit (%) | 0.1817 | 0.1907 | -0.009 | 0.1077 | 0.0852 | 0.0529 |
Buy And Hold Return (%) | 11.3897 | 11.3897 | 11.3897 | 11.3897 | 11.3897 | 11.3897 |
Max Trade Drawdown | -134446 | -52583 | -120585 | -89661 | -89420 | -24516 |
Profit Factor | 1.4722 | 2.7361 | 0.9672 | 1.7907 | 2.3924 | 1.4217 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 56 | 28 | 28 | 54 | 27 | 27 |
Losing Trades | 18 | 9 | 9 | 20 | 10 | 10 |
Profitability (%) | 75.6757 | 75.6757 | 75.6757 | 72.973 | 72.973 | 72.973 |
Ratio Avg Win / Avg Loss | 0.4732 | 0.8795 | 0.3109 | 0.6632 | 0.8861 | 0.5265 |
Largest Winning Trade | 37092 | 37092 | 32378 | 93381 | 53235 | 93381 |
Largest Losing Trade | -146435 | -50448 | -146435 | -146435 | -85707 | -146435 |
Avg Bars in Trades | 95 | 109 | 82 | 95 | 109 | 82 |
Avg Bars in Winners | 63 | 75 | 51 | 72 | 80 | 64 |
Avg Bars in Losers | 198 | 216 | 179 | 159 | 188 | 131 |
Bars Traded | 7094 | 4046 | 3047 | 7094 | 4046 | 3047 |
Profit Streak | 37.5679 | 166.4012 | 37.5679 | 37.5679 | 166.4012 | 37.5679 |
Trades During Streak | 5 | 7 | 2 | 5 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56700 | 532330 | -576455 | -112617 | -72954 | -119086 |
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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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