Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414048.0913 | 377903.348 | 36144.7434 | 200682.8789 | 642509.7106 | -441826.8318 |
Total P&L (%) | 414.0481 | 377.9033 | 36.1447 | 200.6829 | 642.5097 | -441.8268 |
Avg Daily Profit (%) | 0.2203 | 0.201 | 0.0192 | 0.0586 | 0.1067 | 0 |
Buy And Hold Return (%) | 164.3878 | 164.3878 | 164.3878 | 164.3878 | 164.3878 | 164.3878 |
Max Trade Drawdown | -118213 | -70901 | -101206 | -552480 | -227954 | -685707 |
Profit Factor | 1.8318 | 2.7749 | 1.1269 | 1.1067 | 1.9338 | 0.6293 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 53.0864 | 52.5 | 53.6585 | 53.0864 | 52.5 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.6188 | 2.5107 | 0.9732 | 0.9781 | 1.7497 | 0.5435 |
Largest Winning Trade | 160301 | 160301 | 38890 | 258287 | 258287 | 120141 |
Largest Losing Trade | -81162 | -27220 | -81162 | -251027 | -133381 | -251027 |
Avg Bars in Trades | 135 | 146 | 124 | 135 | 146 | 124 |
Avg Bars in Winners | 162 | 185 | 140 | 162 | 185 | 140 |
Avg Bars in Losers | 105 | 104 | 106 | 105 | 104 | 106 |
Bars Traded | 10995 | 5873 | 5122 | 10995 | 5873 | 5122 |
Profit Streak | 63.3573 | 90.1907 | 63.3573 | 63.3573 | 90.1907 | 63.3573 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7172 | 321845 | -414505 | -331454 | -47820 | -579708 |
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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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