Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424770.7632 | 369257.9458 | 55512.8174 | 197467.0105 | -1036244.8854 | 1233711.8959 |
Total P&L (%) | 424.7708 | 369.2579 | 55.5128 | 197.467 | -1036.2449 | 1233.7119 |
Avg Daily Profit (%) | 0.215 | 0.1869 | 0.0281 | 0.0552 | 0 | 0.1312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205545 | -147918 | -92168 | -4152011 | -3641327 | -596690 |
Profit Factor | 1.7599 | 2.3059 | 1.201 | 1.0302 | 0.7665 | 1.5881 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 38.0282 | 41.6667 | 34.2857 | 38.0282 | 41.6667 | 34.2857 |
Ratio Avg Win / Avg Loss | 2.868 | 3.2283 | 2.3019 | 1.6789 | 1.0731 | 3.0439 |
Largest Winning Trade | 155339 | 155339 | 65779 | 1719814 | 1467427 | 1719814 |
Largest Losing Trade | -55885 | -43402 | -55885 | -1925896 | -1925896 | -429888 |
Avg Bars in Trades | 162 | 152 | 172 | 162 | 152 | 172 |
Avg Bars in Winners | 277 | 254 | 306 | 277 | 254 | 306 |
Avg Bars in Losers | 91 | 80 | 102 | 91 | 80 | 102 |
Bars Traded | 11543 | 5503 | 6040 | 11543 | 5503 | 6040 |
Profit Streak | 0 | 0 | 668.7507 | 0 | 0 | 668.7507 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84847 | 311637 | -160887 | -401341 | -582354 | -19681 |
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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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