Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501183.4042 | 424978.018 | 76205.3862 | 397899.2429 | 254273.2452 | 143625.9977 |
Total P&L (%) | 501.1834 | 424.978 | 76.2054 | 397.8992 | 254.2732 | 143.626 |
Avg Daily Profit (%) | 0.3548 | 0.3009 | 0.054 | 0.1137 | 0.0896 | 0.0631 |
Buy And Hold Return (%) | 29.423 | 29.423 | 29.423 | 29.423 | 29.423 | 29.423 |
Max Trade Drawdown | -137561 | -82041 | -84363 | -464989 | -218418 | -280175 |
Profit Factor | 2.0961 | 2.8609 | 1.333 | 1.4038 | 1.4734 | 1.3204 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 53.4247 | 47.2222 | 59.4595 | 53.4247 | 47.2222 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.8274 | 3.1975 | 0.9089 | 1.2239 | 1.6468 | 0.9003 |
Largest Winning Trade | 200499 | 200499 | 60043 | 260557 | 260557 | 90529 |
Largest Losing Trade | -66737 | -29996 | -66737 | -131125 | -130083 | -131125 |
Avg Bars in Trades | 36 | 35 | 36 | 36 | 35 | 36 |
Avg Bars in Winners | 39 | 34 | 43 | 39 | 34 | 43 |
Avg Bars in Losers | 32 | 36 | 27 | 32 | 36 | 27 |
Bars Traded | 2645 | 1290 | 1355 | 2645 | 1290 | 1355 |
Profit Streak | 477.2874 | 0 | 660.2874 | 477.2874 | 0 | 660.2874 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61624 | 463046 | -123148 | -115447 | -72180 | -109040 |
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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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