Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887781.3248 | 762003.816 | 125777.5088 | 887579.4459 | 306871.69 | 580707.7559 |
Total P&L (%) | 887.7813 | 762.0038 | 125.7775 | 887.5794 | 306.8717 | 580.7078 |
Avg Daily Profit (%) | 0.5523 | 0.4741 | 0.0783 | 0.1426 | 0.0873 | 0.1194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187327 | -157846 | -39705 | -3540071 | -3077872 | -776095 |
Profit Factor | 2.4769 | 2.9365 | 1.6058 | 1.1238 | 1.062 | 1.261 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 45.7831 | 39.0244 | 52.381 | 45.7831 | 39.0244 | 52.381 |
Ratio Avg Win / Avg Loss | 2.9332 | 4.5883 | 1.4599 | 1.3308 | 1.6594 | 1.1463 |
Largest Winning Trade | 529447 | 529447 | 57379 | 1995610 | 1995610 | 836472 |
Largest Losing Trade | -43171 | -43171 | -27506 | -917310 | -917310 | -467624 |
Avg Bars in Trades | 55 | 59 | 52 | 55 | 59 | 52 |
Avg Bars in Winners | 81 | 89 | 74 | 81 | 89 | 74 |
Avg Bars in Losers | 34 | 39 | 27 | 34 | 39 | 27 |
Bars Traded | 4628 | 2423 | 2205 | 4628 | 2423 | 2205 |
Profit Streak | 171.0841 | 173.4174 | 171.0841 | 171.0841 | 173.4174 | 171.0841 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514492 | 471974 | -84835 | -88160 | -230402 | -31641 |
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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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