Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361472.5628 | 335041.043 | 26431.5198 | 151031.5085 | 85302.6235 | 65728.885 |
Total P&L (%) | 361.4726 | 335.041 | 26.4315 | 151.0315 | 85.3026 | 65.7289 |
Avg Daily Profit (%) | 0.1735 | 0.1608 | 0.0127 | 0.0442 | 0.0296 | 0.0243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157265 | -147365 | -13945 | -1309671 | -1269444 | -48303 |
Profit Factor | 1.9537 | 1.9477 | 2.0369 | 1.0805 | 1.0473 | 1.8995 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 68.4932 | 61.1111 | 75.6757 | 68.4932 | 61.1111 | 75.6757 |
Ratio Avg Win / Avg Loss | 0.8987 | 1.2394 | 0.6547 | 0.497 | 0.6665 | 0.6106 |
Largest Winning Trade | 91106 | 91106 | 8931 | 496595 | 496595 | 30151 |
Largest Losing Trade | -76899 | -76899 | -9286 | -741809 | -741809 | -25862 |
Avg Bars in Trades | 279 | 564 | 2 | 279 | 564 | 2 |
Avg Bars in Winners | 157 | 355 | 1 | 157 | 355 | 1 |
Avg Bars in Losers | 544 | 892 | 3 | 544 | 892 | 3 |
Bars Traded | 20406 | 20317 | 89 | 20406 | 20317 | 89 |
Profit Streak | 271.0744 | 0 | 540.8244 | 271.0744 | 0 | 540.8244 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64685 | 407250 | -173261 | -340549 | -322042 | -154963 |
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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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