Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604408.5975 | 569507.584 | 34901.0135 | 88573.3171 | -72256.9451 | 160830.2623 |
Total P&L (%) | 604.4086 | 569.5076 | 34.901 | 88.5733 | -72.2569 | 160.8303 |
Avg Daily Profit (%) | 0.3208 | 0.3023 | 0.0185 | 0.0337 | -0.068 | 0.0509 |
Buy And Hold Return (%) | 11.4073 | 11.4073 | 11.4073 | 11.4073 | 11.4073 | 11.4073 |
Max Trade Drawdown | -137457 | -141300 | -16946 | -709042 | -745798 | -27065 |
Profit Factor | 2.7471 | 2.8397 | 1.959 | 1.0668 | 0.9426 | 3.4548 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 52.1127 | 42.8571 | 61.1111 | 52.1127 | 42.8571 | 61.1111 |
Ratio Avg Win / Avg Loss | 2.5243 | 3.7863 | 1.2466 | 0.9803 | 1.2569 | 2.1985 |
Largest Winning Trade | 614362 | 614362 | 11473 | 619931 | 619931 | 42328 |
Largest Losing Trade | -57633 | -57633 | -6207 | -381573 | -381573 | -13516 |
Avg Bars in Trades | 69 | 136 | 4 | 69 | 136 | 4 |
Avg Bars in Winners | 51 | 121 | 3 | 51 | 121 | 3 |
Avg Bars in Losers | 89 | 146 | 6 | 89 | 146 | 6 |
Bars Traded | 4927 | 4761 | 166 | 4927 | 4761 | 166 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76413 | 415628 | -166838 | -387311 | -581898 | -116617 |
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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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