Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515595.2361 | 550952.1748 | -35356.9386 | 100827.2962 | 126038.0677 | -25210.7715 |
Total P&L (%) | 515.5952 | 550.9522 | -35.3569 | 100.8273 | 126.0381 | -25.2108 |
Avg Daily Profit (%) | 0.2829 | 0.3023 | -0.0194 | 0.0383 | 0.0448 | -0.0159 |
Buy And Hold Return (%) | 173.6941 | 173.6941 | 173.6941 | 173.6941 | 173.6941 | 173.6941 |
Max Trade Drawdown | -108570 | -87283 | -80647 | -197742 | -198035 | -74027 |
Profit Factor | 1.8219 | 2.8918 | 0.8948 | 1.14 | 1.3432 | 0.9286 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 40.5405 | 40.5405 | 40.5405 | 40.5405 | 40.5405 | 40.5405 |
Ratio Avg Win / Avg Loss | 2.6721 | 4.2413 | 1.3124 | 1.6719 | 1.9701 | 1.362 |
Largest Winning Trade | 189982 | 189982 | 76788 | 140087 | 140087 | 82558 |
Largest Losing Trade | -67506 | -28794 | -67506 | -85014 | -85014 | -67506 |
Avg Bars in Trades | 142 | 142 | 142 | 142 | 142 | 142 |
Avg Bars in Winners | 241 | 244 | 238 | 241 | 244 | 238 |
Avg Bars in Losers | 75 | 73 | 77 | 75 | 73 | 77 |
Bars Traded | 10578 | 5287 | 5290 | 10578 | 5287 | 5290 |
Profit Streak | 31.4636 | 43.6303 | 0 | 31.4636 | 43.6303 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62852 | 300769 | -582784 | -444947 | -300578 | -582784 |
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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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