Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284402.2582 | 151072.4626 | 133329.7956 | 385171.1605 | -554751.3678 | 939922.5284 |
Total P&L (%) | 284.4023 | 151.0725 | 133.3298 | 385.1712 | -554.7514 | 939.9225 |
Avg Daily Profit (%) | 0.1509 | 0.0801 | 0.0707 | 0.0838 | 0 | 0.1243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139870 | -118479 | -67151 | -1648916 | -1550416 | -484113 |
Profit Factor | 2.1069 | 2.032 | 2.2061 | 1.1581 | 0.6826 | 2.3655 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 14 | 8 | 6 | 14 | 8 | 6 |
Profitability (%) | 83.7209 | 81.3953 | 86.0465 | 83.7209 | 81.3953 | 86.0465 |
Ratio Avg Win / Avg Loss | 0.4097 | 0.4645 | 0.3578 | 0.2252 | 0.156 | 0.3836 |
Largest Winning Trade | 77280 | 77280 | 24082 | 177189 | 116655 | 177189 |
Largest Losing Trade | -63810 | -63810 | -47564 | -1133946 | -1133946 | -335785 |
Avg Bars in Trades | 63 | 74 | 51 | 63 | 74 | 51 |
Avg Bars in Winners | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Losers | 241 | 278 | 192 | 241 | 278 | 192 |
Bars Traded | 5426 | 3195 | 2231 | 5426 | 3195 | 2231 |
Profit Streak | 24.0181 | 164.6847 | 24.0181 | 24.0181 | 164.6847 | 24.0181 |
Trades During Streak | 8 | 14 | 4 | 8 | 14 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534352 | -79156 | -91059 | -122944 | -575054 | -18915 |
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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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