Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310354.1693 | 338112.8572 | -27758.6879 | 21439.2737 | 253106.896 | -231667.6223 |
Total P&L (%) | 310.3542 | 338.1129 | -27.7587 | 21.4393 | 253.1069 | -231.6676 |
Avg Daily Profit (%) | 0.1692 | 0.1844 | -0.0151 | 0.0106 | 0.0688 | 0 |
Buy And Hold Return (%) | 131.6553 | 131.6553 | 131.6553 | 131.6553 | 131.6553 | 131.6553 |
Max Trade Drawdown | -157506 | -81069 | -106910 | -370886 | -129574 | -275047 |
Profit Factor | 1.7701 | 2.9161 | 0.8775 | 1.0299 | 2.0136 | 0.5037 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 48.4375 | 50 | 46.875 | 48.4375 | 50 | 46.875 |
Ratio Avg Win / Avg Loss | 1.8843 | 2.9161 | 0.9945 | 1.0964 | 2.0136 | 0.5709 |
Largest Winning Trade | 322096 | 322096 | 45944 | 312134 | 312134 | 62100 |
Largest Losing Trade | -52397 | -32294 | -52397 | -214329 | -32868 | -214329 |
Avg Bars in Trades | 54 | 53 | 55 | 54 | 53 | 55 |
Avg Bars in Winners | 72 | 71 | 74 | 72 | 71 | 74 |
Avg Bars in Losers | 38 | 36 | 39 | 38 | 36 | 39 |
Bars Traded | 3507 | 1718 | 1789 | 3507 | 1718 | 1789 |
Profit Streak | 123.3749 | 128.3749 | 123.3749 | 123.3749 | 128.3749 | 123.3749 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136479 | 391656 | -581067 | -674760 | -103315 | -581067 |
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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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