Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568422.5868 | 454861.5685 | 113561.0183 | 394910.2814 | -430813.912 | 825724.1934 |
Total P&L (%) | 568.4226 | 454.8616 | 113.561 | 394.9103 | -430.8139 | 825.7242 |
Avg Daily Profit (%) | 0.293 | 0.2345 | 0.0585 | 0.0825 | 0 | 0.1148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105829 | -111958 | -32172 | -1268718 | -1473413 | -244822 |
Profit Factor | 2.1142 | 2.216 | 1.8346 | 1.115 | 0.837 | 2.0433 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 38.8889 | 37.7778 | 40 | 38.8889 | 37.7778 | 40 |
Ratio Avg Win / Avg Loss | 3.3224 | 3.6498 | 2.7519 | 1.7521 | 1.3786 | 3.065 |
Largest Winning Trade | 317685 | 317685 | 44960 | 797415 | 797415 | 471377 |
Largest Losing Trade | -36051 | -36051 | -14714 | -466056 | -466056 | -140645 |
Avg Bars in Trades | 241 | 327 | 156 | 241 | 327 | 156 |
Avg Bars in Winners | 347 | 492 | 209 | 347 | 492 | 209 |
Avg Bars in Losers | 174 | 227 | 120 | 174 | 227 | 120 |
Bars Traded | 21764 | 14743 | 7020 | 21764 | 14743 | 7020 |
Profit Streak | 123.2631 | 123.2631 | 166.0965 | 123.2631 | 123.2631 | 166.0965 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350325 | 288407 | -114516 | -178895 | -583232 | -38706 |
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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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