Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587869.3528 | 585857.8421 | 2011.5107 | -48477.5557 | -45507.1097 | -2970.446 |
Total P&L (%) | 587.8694 | 585.8578 | 2.0115 | -48.4776 | -45.5071 | -2.9704 |
Avg Daily Profit (%) | 0.309 | 0.308 | 0.0011 | -0.0349 | -0.0319 | -0.0016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169544 | -175224 | -33020 | -269488 | -265938 | -44679 |
Profit Factor | 2.197 | 2.5892 | 1.0164 | 0.9124 | 0.8914 | 0.9779 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 47.619 | 45.1613 | 50 | 47.619 | 45.1613 | 50 |
Ratio Avg Win / Avg Loss | 2.4167 | 3.144 | 1.0164 | 1.0037 | 1.0824 | 0.9779 |
Largest Winning Trade | 706602 | 706602 | 28556 | 193563 | 193563 | 30237 |
Largest Losing Trade | -49958 | -49958 | -16190 | -117556 | -117556 | -41806 |
Avg Bars in Trades | 82 | 158 | 8 | 82 | 158 | 8 |
Avg Bars in Winners | 90 | 182 | 9 | 90 | 182 | 9 |
Avg Bars in Losers | 74 | 139 | 6 | 74 | 139 | 6 |
Bars Traded | 5182 | 4917 | 265 | 5182 | 4917 | 265 |
Profit Streak | 514.4834 | 514.4834 | 574.4834 | 514.4834 | 514.4834 | 574.4834 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137440 | 452167 | -558430 | -729701 | -580448 | -579573 |
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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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