Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415718.9732 | 379727.1767 | 35991.7966 | -35365.9143 | 88429.3376 | -123795.2519 |
Total P&L (%) | 415.719 | 379.7272 | 35.9918 | -35.3659 | 88.4293 | -123.7953 |
Avg Daily Profit (%) | 0.2234 | 0.2041 | 0.0193 | -0.0235 | 0.0341 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135980 | -161060 | -145591 | -477426 | -457752 | -382398 |
Profit Factor | 1.5595 | 2.1271 | 1.0886 | 0.9767 | 1.1277 | 0.8496 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 51.3889 | 47.2222 | 55.5556 | 51.3889 | 47.2222 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.4752 | 2.3774 | 0.8709 | 0.9239 | 1.2603 | 0.6797 |
Largest Winning Trade | 172076 | 172076 | 55146 | 189987 | 189987 | 149874 |
Largest Losing Trade | -74727 | -43023 | -74727 | -169089 | -134223 | -169089 |
Avg Bars in Trades | 99 | 131 | 68 | 99 | 131 | 68 |
Avg Bars in Winners | 95 | 130 | 66 | 95 | 130 | 66 |
Avg Bars in Losers | 104 | 131 | 71 | 104 | 131 | 71 |
Bars Traded | 7187 | 4724 | 2463 | 7187 | 4724 | 2463 |
Profit Streak | 21.0847 | 0 | 81.8347 | 21.0847 | 0 | 81.8347 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73555 | 382288 | -293038 | -663823 | -228562 | -579502 |
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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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