Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70161.0366 | 48341.8687 | 21819.1679 | -71590.342 | 85487.6236 | -157077.9656 |
Total P&L (%) | 70.161 | 48.3419 | 21.8192 | -71.5903 | 85.4876 | -157.078 |
Avg Daily Profit (%) | 0.2694 | 0.1856 | 0.0838 | -0.4821 | 0.2375 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102672 | -34421 | -95139 | -315146 | -44246 | -313336 |
Profit Factor | 1.3167 | 1.5798 | 1.1579 | 0.847 | 1.9369 | 0.583 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 68.1159 | 62.8571 | 73.5294 | 68.1159 | 62.8571 | 73.5294 |
Ratio Avg Win / Avg Loss | 0.6163 | 0.9335 | 0.4168 | 0.3965 | 1.1446 | 0.2099 |
Largest Winning Trade | 20155 | 17649 | 20155 | 33159 | 21785 | 33159 |
Largest Losing Trade | -93099 | -25102 | -93099 | -312888 | -34112 | -312888 |
Avg Bars in Trades | 350 | 375 | 325 | 350 | 375 | 325 |
Avg Bars in Winners | 236 | 270 | 206 | 236 | 270 | 206 |
Avg Bars in Losers | 595 | 554 | 655 | 595 | 554 | 655 |
Bars Traded | 24214 | 13148 | 11066 | 24214 | 13148 | 11066 |
Profit Streak | 0 | 0 | 17.1904 | 0 | 0 | 17.1904 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98313 | 230622 | -133063 | -685824 | 387744 | -578571 |
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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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