Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306739.8227 | 342813.9253 | -36074.1025 | 32086.8946 | 83622.4443 | -51535.5497 |
Total P&L (%) | 306.7398 | 342.8139 | -36.0741 | 32.0869 | 83.6224 | -51.5356 |
Avg Daily Profit (%) | 0.2173 | 0.2428 | -0.0256 | 0.0197 | 0.0431 | -0.0513 |
Buy And Hold Return (%) | 46.6236 | 46.6236 | 46.6236 | 46.6236 | 46.6236 | 46.6236 |
Max Trade Drawdown | -94565 | -86192 | -71230 | -82940 | -74747 | -47320 |
Profit Factor | 1.5789 | 2.2071 | 0.8533 | 1.0738 | 1.3373 | 0.7245 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 39.6825 | 40.625 | 38.7097 | 39.6825 | 40.625 | 38.7097 |
Ratio Avg Win / Avg Loss | 2.3999 | 3.2257 | 1.351 | 1.6321 | 1.9545 | 1.1471 |
Largest Winning Trade | 139181 | 139181 | 53030 | 90433 | 90433 | 32059 |
Largest Losing Trade | -40797 | -36688 | -40797 | -36067 | -36067 | -30594 |
Avg Bars in Trades | 127 | 112 | 143 | 127 | 112 | 143 |
Avg Bars in Winners | 186 | 164 | 210 | 186 | 164 | 210 |
Avg Bars in Losers | 89 | 76 | 101 | 89 | 76 | 101 |
Bars Traded | 8055 | 3600 | 4455 | 8055 | 3600 | 4455 |
Profit Streak | 488.5749 | 488.5749 | 504.0749 | 488.5749 | 488.5749 | 504.0749 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143942 | 327347 | -582957 | -624903 | -145337 | -582957 |
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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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