Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665290.4085 | 631131.6579 | 34158.7507 | 209894.089 | -265392.9431 | 475287.0322 |
Total P&L (%) | 665.2904 | 631.1317 | 34.1588 | 209.8941 | -265.3929 | 475.287 |
Avg Daily Profit (%) | 0.3602 | 0.3417 | 0.0185 | 0.0613 | 0 | 0.0948 |
Buy And Hold Return (%) | 30.4395 | 30.4395 | 30.4395 | 30.4395 | 30.4395 | 30.4395 |
Max Trade Drawdown | -140340 | -117642 | -114559 | -1674877 | -1219786 | -594251 |
Profit Factor | 1.8857 | 2.4567 | 1.1074 | 1.0579 | 0.8906 | 1.3959 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 42.5287 | 39.5349 | 45.4545 | 42.5287 | 39.5349 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.5482 | 3.7573 | 1.3289 | 1.4296 | 1.3621 | 1.6751 |
Largest Winning Trade | 252816 | 252816 | 48690 | 542628 | 542628 | 284833 |
Largest Losing Trade | -58494 | -58494 | -37347 | -536377 | -536377 | -280680 |
Avg Bars in Trades | 39 | 61 | 18 | 39 | 61 | 18 |
Avg Bars in Winners | 52 | 78 | 29 | 52 | 78 | 29 |
Avg Bars in Losers | 30 | 50 | 9 | 30 | 50 | 9 |
Bars Traded | 3456 | 2647 | 809 | 3456 | 2647 | 809 |
Profit Streak | 21.131 | 0 | 46.631 | 21.131 | 0 | 46.631 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391140 | 356816 | -399118 | -270179 | -583130 | -65528 |
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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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