Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486019.409 | 500600.7008 | -14581.2918 | 8022.7635 | -21087.3679 | 29110.1314 |
Total P&L (%) | 486.0194 | 500.6007 | -14.5813 | 8.0228 | -21.0874 | 29.1101 |
Avg Daily Profit (%) | 0.246 | 0.2533 | -0.0074 | 0.0039 | -0.012 | 0.0129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211334 | -199374 | -37020 | -1671736 | -1685792 | -128717 |
Profit Factor | 1.9459 | 2.1827 | 0.839 | 1.0031 | 0.9911 | 1.1289 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 57.971 | 58.8235 | 57.1429 | 57.971 | 58.8235 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.4108 | 1.5279 | 0.6292 | 0.7272 | 0.6938 | 0.8467 |
Largest Winning Trade | 253812 | 253812 | 7717 | 923250 | 923250 | 108582 |
Largest Losing Trade | -82038 | -82038 | -29876 | -1410139 | -1410139 | -71525 |
Avg Bars in Trades | 157 | 316 | 2 | 157 | 316 | 2 |
Avg Bars in Winners | 113 | 223 | 2 | 113 | 223 | 2 |
Avg Bars in Losers | 217 | 448 | 2 | 217 | 448 | 2 |
Bars Traded | 10839 | 10749 | 90 | 10839 | 10749 | 90 |
Profit Streak | 566.8532 | 708.5198 | 566.8532 | 566.8532 | 708.5198 | 566.8532 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93408 | 544324 | -579000 | -676183 | -578304 | -257384 |
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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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